I think people tell you that when you aren't as good at the inside the box things as your competitors and need to take a risk to set yourself apart. Thinking outside the box is a gamble, which may be the only shot for someone in a losing position. Of course, that's from a business perspective, where I've tended to hear it more. For a science/truth seeking perspective I'd say "Don't forget to look at the box from outside from time to time."