Why does it sometimes seem in the dialogue in aSoI&F as if breaking lances is a good thing? I thought the aim was to knock the other guy off his horse. Does the lance need to break for it to happen?

Well, a tourney lance is made to shatter rather than impale your opponent, because tourneys are supposed to be nonlethal. So breaking a lance meant that you scored a good direct hit against your opponent’s shield or armor. 

See, the thing is that while knocking the other guy off your horse was a clear victory, jousting didn’t always require it. There were quite a few victory conditions, depending on the style of joust – knocking off the crest of your opponent, causing a spring-loaded shield to detach, or simply winning on points. 

To use a modern analogy, winning a boxing match by K.O is very straightforward, but a lot of matches are decided on points. So breaking a lance would be like landiing a hard and clean shot which will contribute to the judges scoring a round in your favor.