Phony Benoni: <Calli> There's a little bit of a story behind Alekhine's comment.
This game, and P Romanovsky vs Rotlewi, 1909, were played in the penultimate round of the All Russian Amateur tournament. Alekhine and Rotlewi had been duelling for first place most of the way, but in the previous round Alekhine had defeated Rotlewi to open up a 1.5-point lead.
Hence, Alekhine could have clinched first place by winning this game. Even with losing, he would clinch first if Romanovsky defeated Rotlewi, and even a draw would have still left him with a one-point lead.
As it was, he had only a half-point lead and would have to win to assure first place. While he was able to take care of that little detail in B Maliutin vs Alekhine, 1909, it's easy to imagine his comment to Romanovsky had a bit of disappointment as well as humor.