I have always thought of this saying as a warning that just because you have implemented a single layer of interlock doesn't mean that you are done.

For instance, let's say you risk electrocuting yourself if you insert a cable the wrong way. So the designers specify a keyed connector, which is the right thing to do. However, it is good to have in mind that some super-idiot will find a way to insert it the wrong way anyways. And as much as you believe in Darwinism, it may still be a good idea to mitigate the risk of electrocution if it happens.