I have seen it but don't remember the context in the film. The film was not historically accurate by any stretch but a lot of the big quotes were real or, at least, accounted for in contemporary sources.
She allegedly did say: "Yea, to satisfie you, I have already joyned myself in marriage to an Husband, namely, the Kingdom of England. And to me it shall be a Full satisfaction, both for the memorial of my Name, and for my Glory also, if when I shall let my last breath, it be ingraven upon my Marble Tomb, 'Here lieth Elizabeth, which Reigned a Virgin, and died a Virgin.'"
This was allegedly in response to the Parliament of 1559's request that she make a decision on her marriage. Our source is William Camden's Annales. Camden wrote the history of Elizabeth's reign under James I.
Just because she (most probably) said it didn't mean the marriage question was even remotely sealed with that. Not only did Parliament and her councilors continue to bring it up but Elizabeth entered into several seemingly serious marriage negotiations subsequent to that.
Her last serious marriage negotiation, with Francis Duke of Anjou and Alencon, was ended much later in 1582. And, by then, it was Parliament and her councilors who strongly opposed the match.