While you can read that claim as being "we are too clueless/dumb to even realize we were hacked" an equally valid explanation is that they know that they either do not have the dataset being distributed, have sufficient canaries in said datasets that they know which ones come from them (for finding leaks, etc), and/or know that no one person has access to a broad non-targetted list with this info.
or they may know that there's no agent with the name/job description specified, or they may know the true origin of the information in question. There are a lot of ways the FBI could be sure the information didn't come from them.
If their security really is as bad as AntiSec claims, this would make perfect sense.