On Her Majesty's Secret Service

Question: When Bond saves Tracey in the beginning and she drives off he comments "This never happened to the other fellow". I know this is a joking reference to Sean Connery, but what is Bond supposed to mean within the context of the film? Connery references aside, why would he be saying this?

Chosen answer: It's an entirely intentional aside to the audience, the one occasion in the entire Bond series where the so-called 'fourth wall' (i.e. the cinema screen itself) is broken. As such, within the context of the film itself, it doesn't really have much of a meaning.