This tactic is actually used by so many scammer, it's weird that a scam prevention expert is saying that kind of things. His sentence prove how effective transferring it to someone else is powerful, how could they transfer us to a supervisor?!
They are working in call centers, they just give their phone to someone else, often time someone with more experience with scams thus better to convince you. In some case I have seen situation where they use that tactic as good cop / bad cop, where the first one is threatening, this bad thing will happens if you don't act quick, etc... and the next one is more on your side, he believe you, but you need to works with him. I even seen some where they say that they have no other choice but to open a police report with your local police, and ask you your local police phone number, act like they talk with them on a second phone (as if they couldn't put you on hold and initiate the call directly on their system) and then say that the police want to talk with you and they will call you directly (I guess using fake caller id again but with the police phone number).
It's all part of their tactic.