"I was in a no-win situation, so I'm glad that I won rather than lost"
(Frank Bruno)

I've been racking my brains, but I can't quite see the allusion. Perhaps it's Lenny impersonating Frank, having an interview with Harry Carpenter (BBC sports reporter).

"Ah, isn't that nice, the wife of the Cambridge president is kissing the cox of the Oxford crew."
(Harry Carpenter)