The claim comes from this study:

https://www.acpjournals.org/doi/pdf/10.7326/M15-1181

Though to be clear, there aren't a ton of studies that look at bodyfat percentage. Most use BMI and similar measures.

Likely overall fat levels matter more than %, I'd guess.

E.g. I'd presume being 15% at very muscular levels is less healthy than 15% at moderate.

(Because absolute fat mass plus visceral fat would be higher)