I’m neither familiar with this Bishop, or with his remarks, but my educated guess is that he was speaking from a historical standpoint not a theological standpoint.
Theologically, the Catholic Church believes that Jesus is its founder. There is no question about that. Historically, the matter is far from settled, and there are many scholars, including Catholic historians, who argue that there is no historically reliable evidence that Jesus intended to found a new church. The reasons they argue this are diverse and extremely complex. Far too complex to meaningfully summarize in a forum post. The Church is perfectly ok with this line of historical reasoning, and Pope Benedict XVI even gave it very high praise some years ago. There are a few priests who make the same argument.
The key is this: they are saying that there is no convincing HISTORICAL evidence. That doesn’t mean it didn’t happen, just that an honest historian can’t prove it happened. Obviously, that won’t satisfy a theologian, but history doesn’t exist to satisfy agendas of any kind.
If this is something you are interested in following up on, send me a PM and I can send you a couple of books to look into. Draw your own conclusions, but recognize that this a matter of intense historical debate. That’s what I imagine the good Bishop was talking about.