Blame yourself or God

That's a funny dialogue, I suppose, if we have a little more context.

It's a Final Fantasy game. There's a *lot* more context. The "Knight" in the picture isn't just a knight, he's Delita, the childhood friend of the main character, Ramza. Ramza is the bastard son of Lord Beoulve, the greatest general of the land, and Delita, a commoner, is perhaps the only person aside from Ramza's father or sister that doesn't treat Ramza like he's a mistake. Delita, with Lord Beoulve's endorsement, joins the ranks of the Hokuten Knights along with Ramza, and on the their first campaign, they rescue squire Algus, a young nobleman from another kingdom who had been sent to the fortress of the Hokuten with a message, but was waylaid. Upon learning that Ramza is the son of the great general Beoulve, he swears to follow him until reunited with his lord, Marquis Elberry. The Marquis has been kidnapped by rebels, and so Ramza, Delita, and the rest set out to rescue him; along the way, Delita's sister is captured, and one of the rebels tries to use her as a human shield. Algus shoots her, then the rebel, and Delita rushes to her just as the building, heavily damaged and on fire, collapses/explodes.

Delita is presumed dead, and Ramza leaves the Hokuten after killing Algus.

Five years later, with the king dead and the country in turmoil, Ramza is a mercenary hired to escort the princess from the monastery where she has been studying to the capital, when Delita shows up and kidnaps the princess. The princess' bodyguard curses him, and Delita turns to look over his shoulder as he rides away and delivers his line.

Oh, and since I already spoiled a whole bunch of crap: the girl we're told is the princess isn't; the princess was actually murdered when she was 5 or something; this girl, who was being raised as her body-double, was just told "you're the princess!" and kept around. Delita's aware of this, somehow, and his intent is to destroy the entire noble caste and seize the throne for himself.

Which he does, with your help.

Ok. So, basically, he's mocking the bodyguards of the princess he just kidnapped, right?

Thank you for explaining.

By proxy, he's telling all the members of the ruling class of society that they are responsible for their own ill fortune.