Perhaps this is what he was referring to. Einstein seems to have been drawn closer to metaphysics in his latest years.
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"All these fifty years of conscious brooding have brought me no nearer to the answer to the question, 'What are light quanta?' Nowadays every Tom, Dick and Harry thinks he knows it, but he is mistaken. … I consider it quite possible that physics cannot be based on the field concept, i.e., on continuous structures. In that case, nothing remains of my entire castle in the air, gravitation theory included, and of the rest of modern physics." (Albert Einstein,
1954)
"If, then, it is true that the axiomatic basis of theoretical physics cannot be extracted from experience but must be freely invented, can we ever hope to find the right way? I answer without hesitation that there is, in my opinion, a right way, and that we are capable of finding it. I hold it true that pure thought can grasp reality, as the ancients dreamed." (Albert Einstein,
1954)
"From the latest results of the theory of relativity it is probable that our three dimensional space is also approximately spherical, that is, that the laws of disposition of rigid bodies in it are not given by Euclidean geometry, but approximately by spherical geometry." (Einstein,
1954)