I think it depends on the context.
Sometimes, friends can say something like this from a somewhat well-meaning place. Not necessarily that they're mad at the situation, but more as a confidence booster to help that friend potentially get out of a bad relationship. (Sometimes this can be done in a bad way though).
Other times, it's a jealousy thing. Like, if a guy sees a woman he finds attractive with some other guy, he might start commenting on how she's "out of his league" (regardless of the other guy's qualities) either because he's frustrated he can't find a partner he finds attractive, or maybe even in hopes of competing with the other guy for the woman. This is mostly a toxic thing and rarely has much to do with how well the couple fits together.
For me, it often just makes me wonder what positive qualities the person might have that make them a worthy partner. As someone who is not conventionally attractive at all and dating someone who is extremely attractive, seeing other couples that maybe aren't an exact match in terms of looks gives me hope and confidence.
As a side note, I've actually had a few well meaning friends tell me that my partner is "out of my league", which was a bit hurtful, but I think they were just trying to be protective.
TL;DR: Yeah, people say it (and mean it) for a variety of reasons. But it's usually not that they object to it conceptually, but more that they have their own biases involved. Don't let it affect your opinions though. There's a lot more to a relationship than just how someone looks (or how much money they make).
It's a bit long, but one of my favorite authors recently gave a keynote speech that focuses on art and AI, and I think it actually holds the answers to your question.
https://youtu.be/mb3uK-_QkOo
Basically, you have to learn to find satisfaction and fulfillment in the process of creating the art. Realize that, by creating the art yourself, the art holds a part of you. Your experiences, your perspectives, your soul. No matter how technically perfect AI art becomes, only art that you create yourself will truly be a reflection of you.
That, and just enjoy the experiential elements of making the art. Whether it's having fun tinkering with different sounds as you try to write a song, exploring different colors and brushstrokes as you paint, or simply giving yourself time to imagine something truly exciting or meaningful to you as you prepare to write a chapter. The process of creating art has to be fun or you'll never stick with it.