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The prince was Frederick the Great of Prussia and Brandenburg. We actually know very little about Bach's encounter with the monarch, other than that Bach felt compelled to write the Musical Offering shortly after Frederick had challenged him to improvise a 6-part fugue on a horrendously complex subject he had devised (or more likely, that his court musician had devised). Taking this into account, I think it probable that Bach had felt displeased with his performance at court. I certainly doubt that he'd have been able to maintain a consistent 6-part texture whilst improvising on the 'King's Theme', even with his skills. That these words were spoken to the king is apocryphal; Frederick was apparently not fond of 'complicated' music.
Frederick IV is famed for having hated counterpoint. The reason he invited the ageing Bach (whom he called 'Old Man Bach') to his estate appears simply to have been to show off his new instruments, and show up the composer with a challenge he thought impossible, but at which Bach succeeded in a way *we* can appreciate. How awfully boring it would have been if we had only anecdotal evidence for all the marvellous things Bach had been able to do in his 'Musical Offering'? How much better it is that he felt embarrassed (or perhaps inflated? there must have been some strong motivation here) enough to write the whole thing out, alongside a handful of astoundingly complex canons involving the theme, and send it as a gift to the king.
With regards that quote, I think he was just being humble.
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