No he doesn't say that. (But you're the second person to misquote it in a couple of days.)
He first reappears already wearing the eyepatch, and from
Dreams of the Lost, where you've just reunited with him (and are probably thinking "what happened to your eye?"):
The game plays with deliberately not remarking on it a couple of times (eg. Tataru greets him with "Thank the Twelve you've returned to us! But what happened to your old outfit?").
And then later when he infiltrates Castrum Meridianum with Krile (the scene you are thinking of), he's not wearing the eyepatch, and you can see that his left eye has changed colour. (It looks blue to me, though his
NPC data indicates that it's white. Either way, clearly very different to his original hazel.)
And that's 'it'. No further explanation or comment.
I assume we're getting one at some point.