I would say that "singing on the breath" means a balance of the forces of breath (exhalation) and the forces of the adduction (closing) muscles of the larynx. It means enough subglottic pressure to get the feeling of appoggio, but not so much that you get a "pushed" sound.
I would agree with what both David and Karen have said, but would add that when I do achieve the appropriate "appoggio", I actually feel as though the sound rides on a small "cushion" of breath, and have a clear sense that no muscles or tensions could be involved; it feels very safe and almost "protected" from muscular tensions. (Please note: as with all descriptions, this is what I feel, not necessarily what another person will experience.)
Sharon Szymanski
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