I think you're confused. Grainger entertained troops (perhaps at home?) doing impressions, and when he did his Churchill impression he quoted the famous "we will fight them on the beaches, etc. etc. never surrender" speech.
The writers of the show said they never bothered to maintain continuity, they weren't like Star Trek, designing blueprints for the entire ship and trying to keep track of everything (although, each Star Trek series is fairly continuous, the series themselves often differ with eachother, DS9 contradicting TNG, TNG contradicting TOS, etc.). You'll notice on the show the floor of the mens and ladies department is sometimes the first floor (which I guess in England means the first floor above ground level) and sometimes the fourth. And for one episode only, Mr. Humphries has psychic powers (but never again after that episode, even when they would have come in really handy).
Mr. Grainger was a member of ENSA during WWII and did his Churchill impression for the British troops stationed at Tobruk in North Africa. (See "Camping In")
I take the point that Croft & Perry did not let continuity considerations get in the way of a good joke - and quite right too. However I respectfully suggest to you that I am not "confused" - in the context of this one movie my comment was perfectly valid.
Also, my comment was clearly meant to be a humorous one - not a serious one. I apologise if you took it seriously as the content and tone of your response suggests you did.
It could just simply be that he means it's the first time he's been abroad on holiday, whereas if he was on the contintent either at the beginning of the war (until 1940) or at the end (from 1944), it wasn't on a holiday.