Nighthawks is correct and Lemont is wrong. “That said…” provides a segue to another fact–what prefaced “that said” is, importantly, true–that argues the other side of whatever is at stake. For instance, the woman could intend to say:
“Yeah, I think she’s totally into you. That said, she seems to be into somebody different every week.”
Lemont should not be so hasty to jump into other people’s conversations.
I just… I can’t believe how freaking awesome this strip is.