No idea when Jordan said this, but I think it is important to add some perspective.
I've missed more than 9000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed.
Jordan made a lot of final shots, no doubt, but he missed a lot as well and he passed the ball and let others take the final shot as well. Let us also not forget that Jordan didn't even lead the Bulls to a winning record or a playoff series win until he had Pippen and Grant (in his fourth season). And let's not even talk about the off court stuff where Jordan was a serial gambler, womanizer, and generally not fan friendly at all often ignoring fans. No one remembers any of that either.
When Jordan missed no one remembered. When Jordan passed it is because he was unselfish. James does any of that he is a choker who will never win the big one. Nevermind James was stuck on a terrible franchise that couldn't pair him with even a legit #2 nonetheless a top 50 player of all time.
Some other items of note, James has the second highest playoff PER (for a season) ever behind only Hakeem. His career playoff PER is 3rd all time (behind MJ and Mikan). Yet if you compiled the press you would think James is terrible in the playoffs and a choker. James had a poor series against Dallas, it happens, but he was dominant against Boston and Chicago while Wade was pretty bad. And that poor series James turned in against Dallas was still essentially 18/7/7 with 1.7 steals on 48% shooting.
People don't like James so they magnify his failures and ignore his successes. People liked Jordan so they magnify his successes and ignore his failures. But the reality is both of those guys are alpha dogs and all time great players that will be in that special room in the HOF. They are far more similar than dissimilar. James is much more MJ than he is Pippen as the reality is Pippen could never take over a game and will his team to victory, something both Jordan and James did on numerous occassions in the playoffs (and something James will do many more times before he retires).