I think in this instance, Joe was speaking quickly, a speech habit that afflicts me all too often. I feel certain he said "I haven't been proud" rather than "I have been proud." He used a double negative.
Later, Joe also implied that he is being forced to take a vacation after the election is over.
That little soundbite reminded me of a scene from the classic movie "What About Bob?" Remember when Dr. Marvin gives Bob the prescription telling him to take a vacation from his problems? As you listen, just replace "Bob" with "Joe." It fits!
Perhaps Joe will take a vacation to Disney World, where he will be right at home with other Looney Toons characters.