Good question. I think the argument largely always applies, but maybe it isn't always sensible if you can hope that there are some more specific things that make the argument meaningless (if an illness involves a red spot on the forehead then maybe if you do a GWAS on people how have this illness you'd somehow end up with some noise related to things that don't have anything to do with the red spot on the forehead but you'd also be picking up the red spot if it has a genetic signal and if it doesn't you can't but maybe you think you'd have on the basis of some noise related things)? And like you said comborbities might be one of those things.
I don't necessarily think that all confounders would necessarily have to be related to being well-defined individuals, some might be more related to getting diagnosed or participating in a study or something else that might be outside the control of the authors. I'm not quite sure if I'm being ridiculous or not, but supposedly it's possible that certain genes might make it more likely for you to be a participant in DecodeME without having to do anything with ME/CFS even if the authors tried their best to rule out such things (I think
@Hutan might for example argue that female sex could possibly be one such thing).