All outs are not the same. Some are clean, meaning that they improve our hand to the nuts or effective nuts; i.e. if we hit a clean out, we are certain or almost certain to win the pot.
Improving out hand but still having a losing hand is obviously not good. Indeed, it can be expensive. To clarify what was said above, this can occur not just when a card improves both you and the opponent, but also when the opponent doesn't improve but has you beat anyway.
Discounting non-nut outs doesn't mean counting them as 0. It means gauging how value to assign. For instance, if you're drawing to the K-high flush on an otherwise dry board, your 9 outs are not clean because the A-high flush will still beat you. However, they are closer to clean than if you are drawing to the baby flush. So, in the first case, you might value the 9 outs that make a flush for you as equivalent to say 8 clean ones, whereas in the latter situation, you ought to assign a somewhat lower value because the chance you will hit and still lose is higher.