I think this is such an important line, considering that, later in this episode, Steve gets tortured by Wo Fat and I know (please correct me if I’m being inaccurate) that SEALs are trained to endure torture by abstracting themselves and going to a “place” that gives them the strenght to hold out against the pain, to prevent the torturer to get the better of them. Wo Fat didn’t get the better of Steve because Steve went to that “place”, took shelter in it, took strenght from it. And it’s really no hard to guess who was that place.