He doesn’t, but he had worked in New York for a number of years (starting at Paul Meade’s Ridgewood Shades, in Brooklyn) and there’s no reason to disbelieve him. He left for London in 1874.
He left the Criterion to open Leo’s Desideratum (fka the Crown and Thistle) in Haymarket, London, in 1882; that enjoyed a prolonged bankruptcy beginning in 1884.
In 1888, he tried another place in London, Leo’s Grand. That didn’t work, either. Then he went to France, working at the Hotel de Paris, Monte Carlo in the colder months and at the New York Bar in the summer. he died in Monte Carlo in February, 1893, feeling greatly under-appreciated.