There's no proof that Stalin ever said this, but even if he did, he would likely have been quoting a 1932 essay on French humor by the German journalist, satirist, and pacifist Kurt Tucholsky.
Much like Rousseau did with his "great princess," Tucholsky quotes a fictional diplomat from the French Ministry of Foreign affairs, speaking on the horrors of war.
"The war?" says Tucholsky's diplomat, "I cannot find it to be so bad! The death of one man: this is a catastrophe. Hundreds of thousands of deaths: that is a statistic!"