Basically, the family you're related to should always come first (that includes first before the people you have chosen to live with, like your partner) because you "share blood".
Usually said by people whose only "quality" as a person is being related to someone.
Seriously, if someone tells you this unironically, there's a pretty huge chance you should review your entire relationship with them and more often than not you should just stop talking to them whatsoever.
Thanks for the explanation, sometimes there are words I already saw somewhere but never bothered to look them up when they appear so rarely. This was only the second time in my life I read the word "covenant" the first time was for a videogame called Alien: Covenant, but I thought it was some science fiction term.