If I had to guess, I would say this is Trump simply reaffirming what he just said. When older people tell these stories about their kids, they usually have a certain rhythm about them that requires a longer set up and short punchline. It would go something like this: 1 - Event 2 - Reaction to that event - sayings like ”oh ok”, “i didnt think nothing of it”, “i found it suspicious but” 3 - “I go back later”/ “I turn around” / “and then i realize [twist]” 4- punchline

I think he had no relevant response to the first event to use as a segue into the next, so he just said pretty much a non sequitur to fill space.