They're afraid that if their post will be quoted it could turn out that the comment was wrong or embarassing (at a later point of time). They can delete theirs but not the one that quoted them so they beg others not to quote them.
but forreal I only use it whenever I say something about an artist and I know that there may be some crazy stan lurking on the thread ready to make personal attacks against anyone who says remotely negative things about their fave regardless of how constructive it is