A clarification in Signature schemes for Strong Unforgeability. Signature scheme is strongly unforgeable. 
"making the message m being signed depend on the randomness r — we break
the proof of security for the underlying signature."

From Paper: Strongly Unforgeable Signatures Based on Computational Diffie-Hellman - Dan Boneh, Emily Shen, and Brent Waters.

Can some one point out how a scheme can be broken when the message being signed depends on the randomness?

Thanks. Please let me know if I am not clear. The paper has it all.
Their comment was not meant to apply to all signature schemes, just the specific construction they are talking about in that paragraph. (Also, it was not meant as a formal statement; it was just mentioned as part of the intuition for their construction.)