Watson/Doyle does this a lot. The whole Sherlock Holmes canon is peppered both with these casual references to other cases - adventures which happened "off-stage", so to speak. More examples:
I had seen little of Holmes lately. [...] From time to time I heard some vague account of his doings: of his summons to Odessa in the case of the Trepoff murder, of his clearing up of the singular tragedy of the Atkinson brothers at Trincomalee, and finally of the mission which he had accomplished so delicately and successfully for the reigning family of Holland. Beyond these signs of his activity, however, which I merely shared with all the readers of the daily press, I knew little of my former friend and companion.
-- "A Scandal in Bohemia"
Of all the problems which have been submitted to my friend, Mr. Sherlock Holmes, for solution during the years of our intimacy, there were only two which I was the means of introducing to his notice--that of Mr. Hatherley's thumb, and that of Colonel Warburton's madness.
-- "The Adventure of the Engineer's Thumb"
It was some time before the health of my friend Mr. Sherlock Holmes recovered from the strain caused by his immense exertions in the spring of ‘87. The whole question of the Netherland-Sumatra Company and of the colossal schemes of Baron Maupertuis are too recent in the minds of the public, and are too intimately concerned with politics and finance to be fitting subjects for this series of sketches. They led, however, in an indirect fashion to a singular and complex problem which gave my friend an opportunity of demonstrating the value of a fresh weapon among the many with which he waged his life-long battle against crime.
-- "The Reigate Puzzle"
The July which immediately succeeded my marriage was made memorable by three cases of interest, in which I had the privilege of being associated with Sherlock Holmes and of studying his methods. I find them recorded in my notes under the headings of "The Adventure of the Second Stain," "The Adventure of the Naval Treaty," and "The Adventure of the Tired Captain." The first of these, however, deals with interest of such importance and implicates so many of the first families in the kingdom that for many years it will be impossible to make it public. No case, however, in which Holmes was engaged has ever illustrated the value of his analytical methods so clearly or has impressed those who were associated with him so deeply. I still retain an almost verbatim report of the interview in which he demonstrated the true facts of the case to Monsieur Dubugue of the Paris police, and Fritz von Waldbaum, the well-known specialist of Dantzig, both of whom had wasted their energies upon what proved to be side-issues. The new century will have come, however, before the story can be safely told.
-- "The Naval Treaty"
Our months of partnership had not been so uneventful as he had stated, for I find, on looking over my notes, that this period includes the case of the papers of Ex-President Murillo, and also the shocking affair of the Dutch steamship Friesland, which so nearly cost us both our lives.
-- "The Adventure of the Norwood Builder"
"My colleague, Dr. Watson, could tell you that we are very busy at present. I am retained in this case of the Ferrers Documents, and the Abergavenny murder is coming up for trial. Only a very important issue could call me from London at present."
-- "The Adventure of the Priory School"
In this memorable year '95, a curious and incongruous succession of cases had engaged his attention, ranging from his famous investigation of the sudden death of Cardinal Tosca -- an inquiry which was carried out by him at the express desire of His Holiness the Pope -- down to his arrest of Wilson, the notorious canary-trainer, which removed a plague-spot from the East End of London.
-- "The Adventure of Black Peter"
When I look at the three massive manuscript volumes which contain our work for the year 1894, I confess that it is very difficult for me, out of such a wealth of material, to select the cases which are most interesting in themselves, and at the same time most conducive to a display of those peculiar powers for which my friend was famous. As I turn over the pages, I see my notes upon the repulsive story of the red leech and the terrible death of Crosby, the banker. Here also I find an account of the Addleton tragedy, and the singular contents of the ancient British barrow. The famous Smith-Mortimer succession case comes also within this period, and so does the tracking and arrest of Huret, the Boulevard assassin — an exploit which won for Holmes an autograph letter of thanks from the French President and the Order of the Legion of Honour.
-- "The Adventure of the Golden Pince-Nez"
(all emphasis mine in the above quotes)
I've looked through only half of the Sherlock Holmes stories to gather these quotes, and only glanced at the first few paragraphs of each one, but that was enough (together with the quote from your question) to find references to twenty-two "off-stage" adventures, only one of which is actually related in a later story. There are others mentioned in passing deep within the text of the story, e.g. the off-hand reference to the Conk-Singleton forgery case at the very end of "The Adventure of the Six Napoleons". There are also passages which simply reflect on the vast number of Holmes cases without mentioning or alluding to any of them in particular:
On glancing over my notes of the seventy odd cases in which I have during the last eight years studied the methods of my friend Sherlock Holmes, I find many tragic, some comic, a large number merely strange, but none commonplace; for, working as he did rather for the love of his art than for the acquirement of wealth, he refused to associate himself with any investigation which did not tend towards the unusual, and even the fantastic.
-- "The Adventure of the Speckled Band"
From the years 1894 to 1901 inclusive, Mr. Sherlock Holmes was a very busy man. It is safe to say that there was no public case of any difficulty in which he was not consulted during those eight years, and there were hundreds of private cases, some of them of the most intricate and extraordinary character, in which he played a prominent part. Many startling successes and a few unavoidable failures were the outcome of this long period of continuous work. As I have preserved very full notes of all these cases, and was myself personally engaged in many of them, it may be imagined that it is no easy task to know which I should select to lay before the public.
-- "The Adventure of the Solitary Cyclist"
The point of all this is to make the reader hungry for more, and to leave the door open for Doyle to write as many stories as he wants to.
By making clear how many hundreds of cases Holmes is involved in, Doyle is allowing himself to write as many stories as he wants without ever exceeding the quantitative limitations of his character. Making references to specific untold adventures is a way of cementing this fact in readers' heads: saying there are hundreds is one thing, but saying "there are hundreds, such as this and this and this" makes it all sound more plausible, and gives readers something concrete to remember, more than just a number, to support the idea that he has many off-stage adventures.
Another purpose of the name-drops is to pique the reader's interest and curiosity. By making us feel as though we're being drop-fed little bits and pieces of a much larger collection of stories, Doyle is exciting and frustrating our desire for more. Even once the entire Sherlock Holmes canon (only 60 stories) is complete, we still know that there are more Holmes tales we haven't seen, some of which sound tantalisingly interesting. A Dutch steamship which nearly cost both Holmes and Watson their lives? A wound watch which was crucial in the solving of a case? A mad colonel, a tired captain, a canary-trainer? What's the story behind all these, and why can't we read them?!
The enduring fascination of these occasional name-drops is shown in the amount of non-canonical Holmes stories they've inspired by other writers. Colonel Warburton's madness, the Tired Captain, the Trepoff murder, and probably most if not all of the others have inspired their own works of Holmes fan-fiction by non-Doylian authors. Explicitly giving your readers' imaginations some open possibilities to work with (fanfic being a way for these imaginations to express themselves, even if not one Doyle foresaw or encouraged) is a great way of keeping an engaged fanbase for your stories.