I guess you don't incur losses that way! It is the real power that will be lost. IMO, what the phrase means is that reactive power loss is the amount of power lost along the line supplying power to a load as a result of the increase in current I due to the delivery of power at a more reactive load. I^2R loss will be larger as the I in the equation gets bigger for the same amount of kW load. Greater I results from a load that is more reactive (PF low) compared to the load being just plain resistive. On the load side, if it were physically possible to create an ideal conductor, that inductive load will not incur a power loss, but the lines supplying power to that load will - hence a "reactive power loss".
Hope this helps.