This figure is inversely proportional to specific impulse, which is the amount of thrust produced per unit fuel consumed.
[1] Specific fuel consumption of air-breathing jet engines at their maximum efficiency is more or less proportional to exhaust speed.
For instance, in aircraft, turbine (jet and turboprop) engines are typically much smaller and lighter than equivalently powerful piston engine designs, both properties reducing the levels of drag on the plane and reducing the amount of power needed to move the aircraft.
(In an artificial and extreme case with the aircraft flying exactly at the exhaust speed, one can easily imagine why the jet's net thrust should be near zero.)
[2][3] However, Concorde ultimately has a heavier airframe and, due to being supersonic, is less aerodynamically efficient, i.e., the lift to drag ratio is far lower.