Because...he wanted to collect the stones?

@Bruce Wayne of Earth-1 Right, but saying "I'll do it myself" kind of implies he was expecting the stones to be collected by someone else. Like was he trying to see if Ultron would collect most of them for him?

^From Thanos'page on this wiki: "Thanos forged alliances with Loki and Ronan the Accuser in order to track down some of the Stones. However, both alliances cost Thanos much of his resources, including the Mind Stone and the loyalty of his daughters, Gamora and Nebula. Fed up with all his subordinates' ongoing failures, Thanos made the decision to seek and procur the Stones himself."

@Bruce Wayne of Earth-1 Okay, that makes much more sense. Thank you.

It’s also extremely likely that Thanos reprogrammed Ultron, since Earth had 2 Infinity Stones on it at the time. Notice similarities between their personalities as well. Since Ultron failed, Thanos decided to “do it himself”.

He was fed up with Loki and Ronan's failures to collect the Space and Power Stones, respectively, coupled with the fact that Loki lost the Mind Stone, so he figured it was time to collect the Stones himself. Nothing's been said about Thanos being connected to Ultron.

The fact that it appeared in avengers: age of ultron didn’t have to do with the events of that film.

It was an advertisement for the next avengers movie, avengers: infinity war.

Ultron has no connection. His quote means that he would collect the Infinity Stones himself. He had sent Ronan and Loki to do the job but after their failure, he did it himself in Infinity War.