He's right. As a French, Brit, Cypriot, I feel I have more in common with the UK than I do when I go to the States or Australia.
We share immense history (back from Roman occupation, the crusades, trying to invade one another, to more recent collaborations and partnerships), and especially societal values. Believe it or not behaviours and cultural breadth are also similar. Our past is steeped in one another and the fact our countries are physically connected also is incredibly important to remember.
Our cultural heritage in the UK and France has been shaped by one another (of course other parts of Europe too) far more significantly than the US/Oz has.
It's hard to see as most of us take language as the measuring element but if you look beyond we have a huge stronger connection with Europe than the other English speaking nations.