That's a joke! He didn't exactly say that.
In this short video, Jason Kidd remembers when he first met Magic Johnson. Kidd was a high-schooler visiting Los Angeles to play pickup basketball with NBA players at UCLA. Johnson was a legend.
Kidd has a twinkle in his eye as he says that Johnson basically never lost any of those games: "Even if it was game point and he did lose, he would find a way not to lose."