I see this claim in the (low carb) paleo community all the time but I've never seen any evidence of it. I've seen evidence that diabetes-induced hyperglycemia increases the generation of reactive oxygen species (ROS), but I've never seen anything that indicated that metabolizing lipids generates a different amount than metabolizing glucose. Since the actual mitochondrial oxidation of acetyl-CoA is the same for both, the difference must be during glycolysis that turns glucose into pyruvate or the step that turns pyruvate into acetyl-CoA.
So which is it? What part of the process generates more ROS? As far as I can tell, all the ROS that is generated during cellular respiration occurs during the electron transport chain, which would be the same for lipids or glucose. Is the claim actually that a fat-sourced acetyl-CoA molecule "burns cleaner" than a glucose-sourced one? If so, that's preposterous.