Just imagine the other Bonds' delivery of this line. Lazenby's would have been an oddly-placed post-production dubbing. Moore's would have called too much attention to itself. Dalton's would have been overly-dramatic. Brosnan's would have been okay enough, but nullified by the crappiness of the scene itself. Only Connery (and Craig) could nail this sort of thing. I'm partial to one of Bond's very first post mortem ripostes, in Dr. No: "They were on their way to a funeral."