Do you think you're grown? As someone someone who heard this when I was firmly over the age of 18, finishing going to school (elementary, high-school, undergrad, and post-grad), paying their own rent and bills. This was a confusing statement. And after I thought about where I in life the answer that I form was "yes".
The Reason why parents say things like this to their adult children is because they still see them as children. What do I mean by children? Children are complete dependent on their parents for all of their needs. Some of these needs are physical needs (food, clothes, and shelter), and worldly information (emotional intelligent, mental well being, and how life works). In addition that that some parents feel that children are seen as an extension of themselves. This means that parents only see their children (no matter the age) as a different version of themselves. As parent's parent and children become adults they should be letting go of some of those ides and give responsibilities to their children. Like letting their children make mistake and coming to them willing for help. However this does not happen some time and the parents will still treat their adult children like small children.
However for the most part the adult children are being adults and living their lives. That means they have more control in their life to set boundaries; which in the past they could not. As an adult you choose who to listen to and the reason why they are valid or not valid. Setting boundaries with your parents has it benefits.
You will be able to get a feel of who you are. No person is a extension of anyone else. Setting boundaries with your parents can help you see who you are outside of them.
You will have better self-esteem. You will being able to see what you can achieve on your own. You would be able to see your own abilities and set your own worth.
You will be able to focus on yourself and what you would like in your life. Not just what your parents want for you and your life. You will be able to focus on the hobbies, lifestyle, interest, and career that you feel would bring meaning to your life.
You learn how to communicate with people ( your parents) about your needs and wants from them. Because even as adult we still need help from time to time; or even a different point of view (from someone older).
You can say no with you don't need their help. Lets be honest parents will give advice if we need it or not. As an adult we can set the boundary and tell them no.
As a children we were complete dependent on are parents for everything. Some time parents have a hard time seeing their adult children as independent; with a little need to guidance every now and again. As adults we can remind them of our independentness (make up word I know) and set boundaries.