They always say this after they try to get away with bullshit.
They, in this case, could refer to banks, other corporations, your boss, politicians, police officers, etc. Anyone in a position of authority will inevitably be tempted to abuse that authority, or at the very least assume that their understanding of the situation is superior to the understanding of those over whom They wield that power. When conflict arises, if you’re correct regarding your rights, finances, etc., it’s “just a big misunderstanding, and can’t we all just get along?” But when They have the legal upper hand in a disagreement, They will fuck you with an iron bar and convince anyone watching that you are a deadbeat trying to pull one over on the rest of your fellow proletariats.
And meanwhile, guess who is constantly buying political influence to ensure they never lose the legal upper hand again?