I think it quite likely that he's saying exactly that. Russell, pretty much from 1905 on and more so in later life, considered that knowledge derived from only two sources; facts about objects (derived from the scientific method) and certain facts about ourselves (really a special class of object, which, by direct acquaintance we already know and have no need to verify independently.
His philosophy centred around better describing these facts about ourselves, such as logic and ethics so that apparent false conclusions and conflicts would dissolve. In that sense, it was not his intention to give us more knowledge by philosophy, but to better describe the knowledge we have (and knowledge we cannot, or do not have).
In fact From Russell's view of the sources of knowledge, philosophy could not possibly advance new knowledge, he says of truths there are "...those which merely state what is given in sense, and also certain abstract logical and arithmetical principles, and (though with less certainty) some ethical propositions”.
In The impact of Science on Society he states that "...Science, ever since the time of the Arabs, has had two functions: (1) to enable us to know things..." and in My Philosophical Development "I still think that truth depends upon a relation to fact, and that facts in general are nonhuman"
I think the failure of Russell's work on the foundation of Mathematics made him much more skeptical even of the second type of intuitive knowledge, leading him to statements like the one you've found.