To think about the meaning of the quote in the question, consider the context. Victor and a woman are in her Winnebago. The woman has just finished telling Victor about a dream that she has. In the dream, she’s playing bingo. To win, she needs B-6. Alas, the caller announces B-7. Then everyone but her gets bingo.
Victor’s response to the woman’s dream is, “Sounds more like the truth to me.”
In one sense, Victor’s reply relates to the idea that there is something off about the truth. The truth can regularly fail to reinforce one’s ideals. For instance, it would have been ideal if the bingo announcer called B-6. Yet the bingo announcer was off by one. Like the truth, the bingo dream deviates.
Another way to think about the quote is in relation to Victor. Similar to the woman’s bingo dream, Victor fails to meet exceptions. About halfway through the story, the narrator implies that the woman wishes Victor was Crazy Horse. By the end of the story, Victor wishes he was Crazy Horse. Yet Victor is not Crazy Horse. Crazy Horse was a legendary Lakota warrior who fought the encroaching United States.
In her dream, the woman doesn’t become a bingo champion. In real life, Victor isn’t a famous war hero. Again, it’s possible to argue that both the dream and Victor’s character reflect Victor’s quote about the truth, because the truth can often be disappointing and somewhat of a letdown.