The line he speaks of happens in a trance like state all serious.
The woman he refers to only happens to me when I romanced someone to stay there and is of course female :P
At the moment though too many many indications are in the previous game and in DA2 to suggest he is actually a mage.
In DA1:
Bodahn hints that he is a natural at Enchanting, even though dwarves find it hard to do it normally.
He was found in the Deep Roads, something could have happened to him there to have found a magical way of life, pure lyrium maybe?
He decimated a room fool of darkspawn before the final battle. They were mostly splattered.
In DA2:
Bodahn confesses that the Mage Tower in Ferelden may have wanted to keep him there, saying Sandal was a Savant - a wise person.
He again decimated darkspawn in the deep roads and managed to freeze an ogre in mid air while asked how - "Not Enchantment" so that hints at no weapons or enchantments but actual magical power.
His Speech about Magic will return etc.
His "Can I set fire to the house" comment at one point, if you play a nasty disposition towards Bodahn and Sandal through the game.
He is a Mage I tell you! And because he is quite the character in both games, we can assume he will be in them all. So maybe not just a mage but someone very important (not the Maker as silly people say on the Bioware forums >.<) perhaps he is acting his part well and is somehow watching over the hero's of each game.
Lol. I had a hunch that he had magic since DAO. I'm pretty certai of that now.
Anyhow, I think Bioware should combine DAO and DA2 to make a better DA3. They are complementary to each other.