So the players decide to attack the brass-and-bone fortress of a Daemon Prince of Khorne, and they find that Demon Prince and his servants. How do you choose the stats for the Demon Prince? Or his servants for that matter? Presumably at some point you have to work out how powerful you want him to be *relative to the players* and go from there.
Otherwise you might find that the players get massacred in the orphanage (because you forgot how underpowered low-level PCs are and found that a WS25 orphan with an improvised weapon was far nastier than it looked on paper) or completely roflstomp the Daemon Prince (because you hadn't realized how effective a full-auto Heavy Bolter burst could be).
Well, he has a point there. Official stats are available, and the only reason for why they would have to be tweaked "should" (personal opinion) be their relation towards each other, not to the ever-changing stats of the player characters. Similarly, in case no official stats are available, whatever you come up with should somehow relate to the "next best thing".
If the player characters get massacred by WS25 orphans with improvised weapons, they did something wrong and deserved it. Likewise, when you think the heavy bolter is too powerful, it should be nerfed in general and not just for one opponent.
Else you end up with a weird world where enemies, regardless of type and equipment, scale with the players' level. I've grown to seriously dislike this in a lot of computer games, and do not ever want to see it in a P&P one. It just makes everything look less consistent and reduces the players' decisions to numbercrunch instead of forcing them to try to analyze and foresee what might await them wherever they go, basing their tactics and decisions on common sense, experience and knowledge instead of expecting the same kind of challenge everywhere.
All of that is just my personal opinion and preference, of course.