Not sure exactly, but I believe it has a lot to do with consciousness and awareness. I suppose it's a way of validating one's own existence, proving that they have agency. Some people believe they are in a simulation, and all their actions have been chosen for them. However, as long as one can think about those possibilities, that means they are still in control of themselves.
One major gripe I have though is what it means for things that obviously aren't sentient. If AI thinks, for example, does that mean it's its own entity? Obviously not, but according to this quote that would be the case. I'm kind of unsure about this quote for that reason.