It’s not the issue of a bishop compared to a priest.
The rubrics call for the concelebrant (whether he is a priest or another bishop) to say aloud that particular part of the prayer. Eucharistic Prayer I the celebrant says that part, but it seems that, by coincidence, you just haven’t heard the bishop use EP I.
Since the bishop is (almost) always the main celebrant in his own diocese, that probably explains why you’ve just never heard him say those words. When he celebrates by himself (meaning without any other priest or bishop), then he does say them.
It’s just a series of coincidences that you haven’t heard him do it.
Incidentally, if the bishop is saying the line, instead of “with [name] our bishop”, the line is “with me your unworthy servant.” There’s also another variation that uses “the bishop of this place,” for when a bishop is celebrating outside his own area.
Thanks, I have gone to mass in my area as well as in other dioceses and never seen the variation except for “[name], Bishop of this place” even when a Bishop or Archbishop was Celebrating, I guess I will just have to keep my eyes peeled and when I see the Bishop use the line for Unworthy Servant I will think back to this discussion.