Essentially, there are sometimes big, systemic, intractable problems that lower-level people might see but not have the perspective, experience, etc. to even begin coming up with a solution. Higher-level people might have the perspective and experience but not see those problems (especially as each layer of the hierarchy acts a filter or sugar-coating mechanism for bad news as it moves upwards). If you tell people not to report problems unless they have a solution, and summarily dismiss anyone who does so, some serious problems might just be left rotting.
> What am I going to do if I agree with you?
A reasonable response to this might actually be, "I don't know; isn't that why you get paid the big bucks and I don't?"
Reporting problems with proposed solutions should be encouraged, but there shouldn't be a blanket statement of "Don't bring a me problem unless you have a proposed solution!" An executive can simply ask, "Do you have a proposal?" and if the answer is negative the executive can say, "I understand, interesting, thanks for reporting this. I'll keep it in mind / assign someone more senior on my staff to look into it / etc."