I agree that the quote is vague, but I think it's pretty clear how he intended it to be parsed: Until you understand why something was put there in the past, you shouldn't remove it, because you don't sufficiently understand the potential consequences.

In the Hadrian's Wall example, while it's true that the naive wall-removing reformer reaches a correct conclusion, they don't have sufficient information to justify confidence in that conclusion. Yes, it's obviously useless for military purposes in the modern day, but if that's true, why hasn't anyone else removed it? Until you understand the answer to that question (and yes, sometimes it's "because they are stupid"), it would be unwise to remove the wall. And indeed, here, the answer is "it's preserved for its historical value", and so it should be kept.