Their argument is mentioned by lonesomeday in their answer, that it tightly couples it to the HTML and doesn't allow for reuse.
I could make an argument, that there are cases where you don't want a style to be used by anything other than a single element, so specifying it on an id selector would make sense.
It's all going to come down to personal preference. This isn't some hard and fast rule that you have to adhere to, it appears to be the thinking of the CSS Lint team, not a rule that causes errors or anything.