I think he was referring to the GTV6 and not the GTV.
He had a video in '96 called Unleashed on Cars. In there he says that for him the best sounding engine is that in a GTV6 (the 3.0 12V Busso engine) and has a little 30 second feature on it (previous feature was a 250LM Ferrari and the one after is the S Class of the time, not that I watched this video a lot as a child!)
In a later DVD, he features a black GTV6 and states that he used to own one just like this, then naturally goes on about the various problems but that he loved it etc.
Also, if you think about the time the GTV came out, he'd have been reasonably wealthy by then, so I think is unlikely to have bought something as relatively cheap as a little Alfa and was probably in something flashier.