Why do I see a message saying 'Hosted by SoundCloud' on some files?

The 'Hosted by SoundCloud' message is part of SoundCloud's terms and conditions, and must appear on any player embedding a file via their hosting.

We have an obligation to follow their guidelines, and we must provide attribution that SoundCloud is the source of your content, and provide a backlink to the relevant source for it. This button links back to the file as it is uploaded on SoundCloud.