Assalamu 'alaykum. I've read on this website a quote of Imam al-Awza'i: "Whoever prefers to follow the exceptional rulings of Ulamah (scholars) gets out of the fold of Islam." (from Sunan of Al Baihaqi, taken from Fatwa No : 86931). On another website I've read something similar, but with slightly different wording: "Whoever holds on to the rare and unusual positions of the scholars has left Islam." (Siyar A'lam al-Nubala by al-Dhahabi). I would like to know what he meant by these statements and what was the context in which he stated this, because it makes sense to me that a scholar should follow a ruling of a previous scholar if he considers it much stronger, even if that ruling is uncommon and rare.

All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.

This statement relates to negligence in religion and the pursuit of concessions made by scholars and in the various schools of Fiqh without guidance and without any legitimate reason other than to escape the religious duties and demolish the building of the religion and to deconstruct the objectives of the Sharee'ah behind the commands and prohibitions. The scholars considered this to be immoral and not lawful to engage in, and Ibn Hazm reported a consensus concerning this. in his book Al-Ihkaam, he cited the following statement of  Sulaymaan At-Taymi who said: "If you took the concessions of every scholar, you would collect all evil."”

Ibn Taymiyyah cited the following statement of Ibn ‘Abd Al-Barr: “I know of no disagreement among the people of knowledge that this type of conduct is forbidden." Katheer ibn ‘Abdullaah ibn ‘Amr ibn ‘Awf Al-Muzani related from his father that his grandfather said: I heard the Messenger of Allaah, sallallaahu ‘alayhi wa sallam, say: "Indeed I fear three things for my followers after my death.” People asked, "What are they, O Messenger of Allaah?" He, sallallaahu ‘alayhi wa sallam, said: “The mistakes of the scholar, the rule of a tyrant and the following of bias.”

‘Umar ibn Al-Khattaab said: “Three things destroy the religion: the mistake of a scholar, the argument of a hypocrite with the Book (the Quran), and judgment of the tyrannical leaders.”

Ahmad Ibn Hanbal said: “If a man were to act upon the opinion of the scholars of Koofah regarding wine, the opinion of the people of Madeenah regarding singing and the opinion of the people of Makkah regarding Mut‘ah (temporary marriage), he would be a dissolute person.”

Al-Awzaa‘i said: “He who acts upon the strange and odd views of the scholars has left the fold of Islam.”

Az-Zarkashi quoted the following statement from Qaadhi Ismaa‘eel: “I once entered the quarters of the Abbasid Caliph Al-Mu‘tadhid, and he handed me a book to examine. The book was a compilation of odd rulings and concessions that various scholars had mistakenly arrived at with the evidence those scholars used to support their claims. After examining the book, the Qaadhi Ismaa‘eel said to the Caliph: "The author of this book is a heretic … Those who considered wine lawful did not consider temporary marriage lawful and those who considered temporary marriage lawful did not consider wine lawful. There is no scholar who has never made a mistake. Whoever collects these mistakes together and acts upon them loses his religion.” [Al-Bahr Al-Muheet]

Therefore, it is feared that anyone who habitually pursues religious concessions and scholars' mistakes is being negligent in the religion of Allaah and not sincerely seeking to practice it.

However, what you referred at the end of your question does not fall under this. When someone acts on an opinion he considers the most valid, he is thereby abiding by the texts and the teachings and objectives of the religion and it does not involve the pursuit of concessions, even if one believes that the easiest opinion of the scholars is the most valid.

Finally, it should be noted that it is permissible to enjoy religious concessions in case of necessity as long as it is not made a habit. The Shaafi‘i scholar As-Subki said, “It is permissible for a layman to enjoy the concessions of scholars out of necessity, but without habitually pursuing the religious concessions of the different scholars. It is from this perspective that it is correct to say that the difference (of opinion among the scholars) is a mercy because (in this case) the concessions are a mercy.” [Al-‘Ibhaaj]

Allaah Knows best.