It's a snowclone based on the meme, "Mom, can we get <X>? No, we have <X> at home." : https://www.google.com/search?q=%22we+have+x+at+home%22+meme
In other words, Raymond is saying... "We already have Java feature of 'finally' at home in the C++ refrigerator and it's called 'destructor'"
To continue the meme analogy, the kid's idea of <X> doesn't match mom's idea of <X> and disagrees that they're equivalent. E.g. "Mom, can we order pizza? No, we have leftover casserole in the fridge."
So some kids would complain that C++ destructors RAII philosophy require creating a whole "class X{public:~X()}" which is sometimes inconvenient so it doesn't exactly equal "finally".