They're telling you to avoid clipping because you really don't want to lose information or introduce unwanted distortion. You want you signal to come in at a decent level, but you don't want them to get too hot. Once that clipping is baked into the audio file, it's there forever. So when recording audio or mixing in anything lower than 32-bit floating point, where going over 0 = Gone Forever™, you should heed their advice and not let your master fader ever go above 0 dB.
This is different from purposefully clipping something because of the sound it produces, and the perceived loudness increase that results. Anything that someone says "Always Do X" or "Never Do Y" should have a giant qualifier after it that says "Unless you WANT that effect." Adding a clipping plugin like Kazrog's KClip to your drums bus, for example, can increase the apparent loudness without damaging the sound quality or increasing the signal level, because there isn't that much critical information to lose and the distortion is often masked by how short and percussive drum hits tend to be.
Here's a pretty good example of what I'm referring to.
I personally have KClip sitting on my master channel as part of my loudness chain, and usually get get it between 3-6 dB of loudness increase without any audible degradation of sound quality. Keep in mind that these do not make the OUTPUT clip, because then there will be distortion when it's sent to my speaker cones and I don't want that. This clipper is sitting before my master limiter, which has a ceiling of -0.3 dB. That way the only clipping I have is the clipping I chose to put there.
