[Legate of Amon Lanc]

I'm with Mith, obviously (or so I always thought) it refers to some time much earlier on. In ages past, Saruman had the habit to visit newly crowned kings of Rohan, who knows if he did something similar with Théoden? Also, there probably were attempts (logical) as his ambitions progressed to make political alliances, or to get under his control the neighbouring powers, be it more directly (probably the case of lot of the folk from Dunland) or less directly (Rohan, later through Gríma). If Saruman had been actually able to slowly enlist Rohan to his cause, without having to battle it first, it would have made things much easier (starting already in the years of searching for the Ring near Anduin, but also later, plus eventually with, say, attack on Gondor or whatever).

Altogether, I also don't think Théoden's quote implies they haven't talked to each other before. It really just implies it didn't happen after Saruman revealed himself as the enemy. Another option is that they didn't actually talk face to face, but that Saruman's offer had, back then, the form of, say, a diplomatic letter. But I think it really rather makes sense that Saruman had once talked to Théoden in person, and now Théoden is saying that he would like to speak to the enemy (as opposed to the peaceful neighbour he used to know), after he has done him so much wrong.