This quote is uttered by Millamant in Act IV scene 4 and is said to Sir Wilfull Witwoud as he describes how he has sought a walk with Millamant. The irony of this quote taken in context is that in this scene Millamant outwits the poor Sir Wilfull Witwoud with a series of puns or play on words that leaves poor Sir Wilfull quite at a loss as to how he should continue the conversation. As his name suggests, Sir Wilfull Witwoud is defined by his desire to be a wit: he "would" be a wit if he was clever enough, but as the keen intelligence of Millamant displays, he is quite incapable of reacing the same level of sophistication with words that Millamant and others of his ilk have.
The quote then needs to be understood in context. Millamant is not being strictly truthful when he says he hates the countryside. He is merely playing with Sir Wilfull and teasing him and his pretensions of being a wit.