Huh, I don't recall hearing that one.. So I searched it and it appears the sentence is "I'm surprised you're not bright orange because that body is legendary" and from the Dragon Keep DLC. I've got to replay that, then. :P
That reminded me of my favorite quote from the game. "Moxxi, you're body should be glowing orange, because it's legendary." I think I got close. That line makes me laugh so hard, and then you make him explode by punching him, and then have to blow up the ocean, because Tourge said so.
I - myself, not Krieg - prefer Lilith, too, but the other guy likes Maya. Not entirely sure why, but whatever floats his boat. He likes to hit himself.