A "blanket statement" is one that covers everything like a blanket would. It usually means "overbroad", "too general", "not allowing exceptions."
There are many different kinds of jazz, and when A says that she hates jazz, she's including ALL of them. This is a blanket statement. B probably thinks that this is unfair because A hasn't listened to all of the different types.
Saying that every Korean likes kimchi is also a blanket statement because, by definition, it includes ALL Koreans. (Personally, I compliment the Korean people on their fine taste in food.)