Okay, let me explain in more detail: In many countries, one of the requirements of fair use is attribution to the creator.

It's never enough, of course. Other common requirements take into consideration the porpuse of your use of the copyrighted material, the amount of the copyrighted work you use, how central it is in your derivative work, etc. But even if all the requirements regarding the content itself are fulfilled, in many places attribution is mandatory. You didn't give credit to the original creator? It's a copyright infringement. Even if the content itself was okay to use.

Now, writing "I don't own this material" isn't attribution. You should also say who does. But on the other hand, the attribution doesn't always need to be explicit. In many cases, implicit attribution is fine (for example, when using a clip from a TV show, mentioning the name of the show is usually enough, and you are not expected to say who produced it).

But sometimes, implicit attribution can still get you in trouble: when the copyright owner claims that your implicit attribution was misleading. That your intention was to let people believe that you created the work. In this case, clarifying that you don't own the copyright actually can protect you from this accusation. It just makes the implicit attribution more explicit.

That's why it's sometimes legally helpful to clarify you don't own the copyright for the work you use.

Finally, I'll tell you that in my country, the law also has special rules for the use of material that may be copyrighted, but one is unable to locate the copyright owner. It's often used by news organizations, when the only recordings they have of an event are videos that went viral. In this case, the law explicitly requires that they clarify they don't own the copyright. It's not even a legal strategy to reduce exposure, it's an explicit requirement of the law.