His point is that jokes, while important and sometimes widely publicised, aren’t statements of fact. His joke was based on his experience, which — and I don't like to make assumptions about people, but — probably didn't include many jewellery heists. Based on this limited experience, the women he knew wouldn’t have been able to pull off a heist together. If anything, he's saying that he has a low opinion of the women he knew, one of whom happens to be his wife. This is why John Mulaney would never ask his female friends to make a movie like Ocean's 8 or join him in his next heist.