Being hairy =/= being evil. The companions are good guys.
I think his point is more....
Say we wanna make a typical Nord hero that has a strict code of honor.
You cannot refuse the companion's "gift."
Some quests, like the one for Dibella, require you break into a room or agree to steal something for someone before the quest can be activated. It's ultimately good, but requires a minor evil that's completely out of character.
You're encouraged to steal.
In that sense, it's very difficult to strictly roleplay and actually play quests that suit your style.
Why is my Sovngarde-loving, honor-bound Nord accepting that gift? Why is he breaking into Dibella's chapel? Why is he talked into stealing for information?
Basically if you want to keep your sense of honor, you end up missing out on a lot. And not just like "I have a sense of honor so I won't join the Brotherhood," but rather "I have a sense of honor so I won't agree to steal for that guy, even though doing so would ultimately lead towards a quest where I righteously save the entire Hold."
It's quite awkward for roleplaying...