Jim totally knows what he's doing with the sage comment. He's a narcissist (sorry to armchair diagnose him but, come on. He is). Narcissists live for attention and think the world revolves around them, so of course he'd make everything, even his ex-wife's birth, about him.
I will say I don't think Jim is obsessed with Tanya as such. He's obsessed with a time in which he thinks he was perceived as more successful. I 100% agree that like
@ah659 said, he was never the main attraction. But there was a point in the early 2010s where he achieved his "peak". It's not about him missing Tanya, it's about *him*. It always is. Same with still being salty about the divorce. He doesn't care that he's no longer with Tanya, partners for narcissists are just placeholders, there to reflect on them. He cares about the fact that the general agreement, which he has fueled, is that she cheated on him and dumped him. So it reflects poorly *on him*. He cant' help to also want the sympathy from being the aggrieved party, though.
He'd do well to go to therapy. The Chapmans have alluded to how abusive their father was and how there are many emotional wounds from their childhood. If he doesn't want to fuck up Margot and ruin his relationship with Sarah, he should just bite the bullet and go to therapy. He could even do a podcast about that, wasn't he studying psychology way back when?
Of course, he won't, cause he thinks he's perfect but... it'd be nice for the sake of Margot.