That's because that quote only appeared in the remake, not the original. It's just a reference for old school gamers to catch, kinda like all the references in FFIX. Besides, FFII's world and FFIV's world are too different to be linked.
You know what type of game would be awesome? Something that would be a mix of FF and Grand Theft Auto. You could run over annoying FF characters with your chocobo and/or airship.