When I revised, I found that the advice was entirely too weak. I found scenes that did do something, but not something enough. Not at the length they were in the story. Moving the plot along a trifle, putting some details on the characterization, showing the setting but not all three at once. They did do something, but they didn't pull their own weight -- or length, if you prefer. Whereupon I would cut them out all and replace the whole thing with a single sentence of dialog in another scene, often enough.
Always a good rule to never let something in a story do one thing when it could do two, never two when it could do three, and never three when it could do half a dozen. And this goes for scenes as well as anything else.
Set-up's a particular weak point. In fact, I would go so far as to say that setup never justifies a scene on its own. For one thing, you've got to distract the reader from it to avoid sapping tension.
But anything has to be packed together in as small a space as possible, so it uses up the minimum amount of story to pack its punch. It pulls its own weight that way.