According to Juanita Broderick, WJC made this statement to her around the same time he told her to put some ice on it.
I have never read (heard) him claiming first-hand to be sterile due to the mumps unless it was in a deposition or other context that I'm not familiar with.
You are probably right, though I thought I had it in a saved news article, but lost it when my computer crashed a few years back. I can't currently find it on a Google search in any context.