I mean I can see where he would think that cause of team 7 but its still funny that he says that in front of everyone when its so far off from the truth.
Ya it was kinda weird but it was definitely because he was part of the team that killed them.
Perhaps one reason for this is since he became a criminal, people were trying to find things to gossip about him. I mean outside of Konoha, Sasuke and co. didn't really do anything memorable other than killing Haku and Zabuza. So maybe once he became a rouge ninja, someone who knew about the battle started spreading the rumor that he was part of the team that killed Zabuza. And then from there, the rumor simply became
HE killed Haku and Zabuza. That would represent a way for his reputation to increase and people who heard it would fear him more for it.
And a lot of characters carried misconceptions to the grave; like Diedara for instance. He was convinced that he killed Sasuke and was spouting that very nonsense when he was revived as an edo.