Scholars have been skeptical that he actually said this, but Muslims in China did in fact absorb much Confucian civilization. Though Muslims were not integrated into mainstream Chinese culture until the late Ming dynasty, the key events happened in the Yuan dynasty.
學者一直很懷疑穆罕默德真的說過這句話，不過到中國的伊斯蘭門徒們開始大量汲取儒家文明，融入中國主流文化是明朝之後的事，關鍵點卻在元朝。