You can lookup the paper he says it in. The specific construct under question is the GOTO, and he showcases a topological sort that has an early exit that requires one. General framing is that you should use the easier to reason about constructs as you can, but it would be a shame to remove a tool from our toolbox that can make a significant impact.

One need only look at the programs he typically writes to see that he is far more obsessed with performance than most of us even know how to be.

(I am going off memory here, I should say. Mayhap I have the source wrong. Pretty sure that is the discussion, though.)