That's right. The Terminator had already gone through.
6 seconds sound clip from the The Terminator movie soundboard.
You can hear this line at 00:54:10 in the Blu-ray version of the movie.
Quote context
[...]
- Why didn't the computer just kill Connor then? Why this elaborate scheme with the Terminator?
- It had no choice. Their defense grid was smashed. We'd won.
- Taking out Connor then would make no difference.
- Skynet had to wipe out his entire existence.
- That's right. The Terminator had already gone through.
- Connor sent me to intercept, and they blew the whole place.
- How are you supposed get back?
- Nobody else comes through. It's just him and me.
[...]