It's definitely a cute reference to their earlier conversation. Clementine just likes to adopt words and phrases that Lee uses. It's like their own little code. If you tell Clementine that Hershel's barn smells like "shit" in Episode 1, she says the same thing about the Brothers' barn to Lee in Episode 2 (which was really cute, but it prompted a really nasty look from Katjaa).
Out of curiosity, I just checked to see if she still says "Please be lucky" if you leave with Danny without talking to her on the swing (because that would be confusing), but she doesn't. She still runs up to Lee, but he ignores her, and she's just left staring sadly at the ground. It's a little heart-breaking.
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