I slightly disagree with this statement (although it is mostly correct). I think the payout actually decreases - just a little - the more lines you play.
I do not give up. It is 100% correct.
When you play 1-line you calculate payout by iterating through all combinations and add the wins and then divide by the number of iterations.
When playing 2 lines you do the same. Line 1 will still do the same as before, however line 2 will also be iterating through the exact same combinations but in a different order. So the line wins for line 2 will be the same as line 2. The is no doubt in this and I proved it mathematically besides both mine and Gerilege's simulations show it and it is mentioned in ITG reports for their slots.
What you talk about is correlation/variance. It is true that you can not hit 5 wilds at both lines at the same time. But EV/payout% is the same.
It is identical to buy two lottery tickets that share numbers. You can not have all numbers correct on both.
Convinced yet?