He said this to point out the significant difference between Tottenham and Bayern Munich. He indicated that it is top team mentality to win as many games as possible. Even when you lose one game you can be under pressure. It is a good thing that he says this actually because it is really the truth.
Tottenham have never been under pressure to become competitive for the Premier League title. Because it isn't a realistic goal for them considering their history so far. But if you are playing for a team like Bayern Munich you had better do your best to win and be praised by people.
Now, we need to see how good is Harry Kane playing under pressure. He was good in Tottenham when playing without pressure, I hope it will be same. However do Southgate is pressuring Kane when he play for England? Kane is still good when he play for England.
Next ten days, we will see Bayern Munich meet Manchester United in Champions League.