For all the jokes this part gets, I don’t think enough people mention that the greatest thing about this line is that they could have had him say it in any level of their choosing, yet they chose to have him say it in the bright, colorful, cheery, neon world of Circus Park, A.K.A. the exact opposite thing that Shadow’s game was trying to go for.
Look at that line, then look at the surrounding environment. If there’s any image that perfectly encapsulates the paradoxical nature of the game as a whole, this is it. All that’s missing is the gun.