The use of phrases like “as so-and-so said” or “as the saying goes” suggests that the quote that follows has just been illustrated.
Principle (when)
an apparent counterex → inappropriate to use has just been given saying like "as they say"
Evaluate
The right answer must contain a story whose events run against the saying that follows — i.e., the saying does not actually fit what just happened, so the introductory phrase ("as the saying goes") is being used inappropriately.
Goal
Find the choice where the situation described is the opposite (or at least not an example) of the saying that follows it.