I hadn't initially considered it, but in hindsight, yeah, the combination of that being the absolute worst thing Saubon could have heard at the absolute worst time possible (I felt bad for him there, jerk or no jerk. The line clearly shatters him.) and the fact that Mengedda is a thin spot where Outside can seep through makes me think that was just a little bit of Hell peeking in. A burp of reality conforming to Saubon's own imagined fears and insecurities.