Unfollowing everybody who doesn't follow you is a sign that you don't actually follow people to read them, but instead follow people to generate spammy emails and increase your followers count.
Some people get agitated by this behaviour because either:
1. They are only willing to receive follow emails about people who are actually going to read their content - otherwise it's effectively spam
2. High following counts are a quick signal to help ignore spammy email, but spammy people mitigate this by unfollowing people who didn't follow back due to their spammy emails
If you'd like to clean up your following list to make it more readable, I'd suggest unfollowing a handful of high-volume tweeters, or using a tool like my Unladen Follow http://www.unladenfollow.com/.
Twitter has certain ideas about how their product should be used, and try to enforce those. Unfollowing everyone who doesn't follow you puts some pressure on people to follow people who they would not otherwise follow, which makes them less happy with Twitter.