You don't exactly explain the context of this particular statement, so not really knowing what preceded his comment, it's hard to know how to respond.

He may have been addressing that "the relationship," the emotional connection isn't his primary goal as a therapist. I don't know that that is all that unusual, nor does it mean he doesn't want connection or relationship or warmth. He may just be more goal and outcome oriented rather than relationally oriented.

Your therapy can still be very effective and purposeful even without that being the primary focus. You've known from the start that this therapist has good boundaries, works professionally, and keeps a professional frame around your sessions. I don't think this statement particularly says anything different than what he has done all along, and you have been pleased for the most part with how this therapy has been going.