No, we do know he said that, as LE said he did (without naming him). Perhaps that got modified somehow in a later statement (especially if he had been out of it at the time), but that seems unlikely to me, and I don't even know for sure that he's given more than one statement.
I don't recall LE being that specific but there's been so much signal to noise around the case and so little clarity from LE it's hard to keep track of who says what. Even if LE did say it, was it a scenario where we can trust that LE was being 100% accurate or was it a statement where LE might not have been exact in their repeating of JR's words? It's not a stretch to think "I saw her walking to the corner" would get turned into "He said he saw walking around the corner".
Hearsay is still hearsay regardless of where it comes from.... unless LE was reading from JR's statement.
I'm not trying to discount whether he said it or not as much as to call into question how much we should really be making out it.