segue (pronounced seg-way) (verb) a move without interruption from one topic to another
The moderator said "That's a good segue to our third topic" and Kamala immediately said "That's a great segue".
The debate topics are supposed to be kept secret from the debate participants. So Kamala should have no knowledge of the next topic, yet she revealed that she had knowledge by claiming that the segue was "great".
It would be equivalent to participating in a taste test while blindfolded, and when told "You'll love this next item" you respond with "Oh yes, it's delicious" prior to having received it. Anyone watching would immediately know that you knew what was coming.
The implication of her proclamation that the segue was "great" is that she knew what was coming next, which means she was given the debate topics/questions in advance and in violation of the debate rules.
Additionally, Democrats are known to have given the Clinton campaign debate questions. On October 31, 2016, CNN announced that Donna Brazile offered a formal resignation and that they were permanently severing their ties to Brazile as a CNN contributor, due to inappropriate leaks with the Clinton campaign while she worked for the network.
Brazille got caught, Kamala couldn't help but gloat that she knew what was coming next.
