The guy in the story is giving a line of BS -or- he’s just repeating what he heard someone else say...having trained in high-altitude chambers I can tell you that although one would fall unconscious rather quickly (most folks within 15-30 seconds) you do not instantly fall unconscious between 30,000 - 40,000 ft. Unless the high speed aerodynamic stresses got to them first they almost certainly knew what happened...if only for a short period of time.