You often see cans of solvent finishes, including lacquer, and alkyd and polyurethane varnish, with instructions not to thin them. Manufacturers include these instructions in order to comply with VOC laws in some areas of the country, such as California. Adding thinner could take the finish out of compliance with the local or state laws, and manufacturers might be breaking the law if they advocated thinning.
But they then sell these finishes everywhere so they can avoid printing a separate label. It’s most likely that you live somewhere that these restrictions don’t apply.
The instruction can be confusing, however. It may lead you to think that you might be doing some harm to the finish if you thin it. Just to be clear, you can’t do any harm to any finish by adding thinner. In fact, you can add all the thinner you want to solvent finishes, even 99 percent, without causing any harm. You’ll just get a thinner build with each coat, which may result in your having to apply more coats to get the look and protection against liquids that you want.