I have heard him say that too. But in the program I was listening to (after 9/11) he had prefaced the conversation that day, with a list of terrorist acts which included not only the 1st WTC attack, the embassy bombings, but also TWA flight 800, and then there was a station break. He seemed totally unaware of what he had just admitted, and no one brought it up after the break.
Yep. I heard that live, with my own ears.