It tells the samba server to deny the file's existence. See here: https://www.samba.org/samba/docs/using_samba/ch08.html
That's fine if your Windows computers are connecting via SMB and your Macs are connecting via AFP, but with modern versions of OS X SMB is being used more and more, so the Macs are also being denied access to the ._ files. The hide option is a much better one in that case.
But is there an option to delete hide files? I'm not a samba wizard, but it looks like if you use "hide" instead of "veto" you wouldn't be able to delete the hidden files when deleting the folder.