I said in this case because it seems that larger packets cannot make it anyway to their target and have to be retired with smaller packets even over UDP. The performance is much worse as the second UDP attempt is only made when we never receive a reply from upstream due to a packet that never reached its target (due to size). In contrast to TCP, we don't get status information about UDP transmissions and cannot know if a packet reached its target at all.
Hence, when you see this warning, it means that you have hit at least one timeout on UDP already. If the packet has to be retransmitted over TCP, that's an altogether different question and comes even thereafter.
TL;DR: The situation is worse with too large packets. Reduces packet size will make everything faster due to not having to retry after a timeout.