Considering that exorcists have no choice in whether or not to join the black order, that anyone could say this to any of the exorcists is mind boggling, but especially to Kanda.
But if you think about it, knowing Link’s past, he joined the order with his friends of his own free will. He fights because he wants to. As we saw with the Third Exorcists, they WANT to be able to fight the akuma, and to serve the Black Order as much as possible.
So there’s that huge disconnect between Kanda, who had no choice joining the Order (and whose misery comes directly as a result of the Order’s experiments), and Link/the Thirds, who found a home in the Order after choosing to join. You can see that in this panel.
I would question that Link and the thirds found a home with the order of their free will. They were orphans without resources, and the order took them in when they had no other options. Due to that, Link and the thirds have shown an unhealthy (perhaps cultish?) amount of loyalty towards the order. I find the third exorcists in particular to be horrifying in terms of what it does to those individuals and in what it means for what lengths the order will go to in order to accomplish its goals.