Actually, I LOVE that you brought this up! I said the phrase to these kids because I (wrongly) assumed it was a common cultural idiom of Americans in other countries - AND because I was actually goofy and different looking. Now, the first assumption on my part was really dumb, because I already knew - going in - that they were a very sheltered culture/town.
Anyway, I'd love to hear your knowledge of story about that phrase! My only guess is that it's WW1 or WW2 related?
Hint: I think it was the title of a book.