What does "If you play with them frequently, something good may happen" mean?
I don't think there's an actual meaning behind it. A lot of things in World of Goo are put in just for the humour with not much real meaning. Maybe if you try often enough, you'll score high?
I think the only thing that happens is that if you build a high tower you can see up to three funny advertising signs (at least after chapter 4). You'll also see clouds showing other players current tower height if you clicked on the connect button.