How does it help the situation?
Well, if it's the case that it's another persons server and the server host is the actual problem, there's nothing that can be done. You simply refrain from going to that server.
At that point, the phrase "There's your problem" actually works, as it both tells them why it happened and is essentially giving them the answer to their predicament. Don't go to their server.
When it's used on other things that do actual have an action the person can take to solve their problem, then it's just silly and is most likely used just for someone to have their joke on the forum.