If you’re all alone as a leader, you are not really leading. The quote suggests that leaders are those who have followers, not those that are put in leadership positions, but are dreaded by everybody. The most effective leaders stay connected to their followers. This gives them the greatest amount of influence, and allows the leader and the team to achieve their big-picture goals together.
The quote is popularized by, and usually wrongly attributed to leadership expert, John C. Maxwell.