I think you are right that it is difficult to find the exact source. I came upon this quotation in the book Up where the author quoted Bernard Shaw. Google gave me http://www.goodreads.com/author/quotes/5217.George_Bernard_Shaw, but no article or play was indicated as a source of this quote.
Once my mom told me that when I was three years old, I suddenly asked her a philosophical question, “Mom, who gave birth to all the people on Earth?” Surprised, she answered, “Well, I gave birth to you, your granny gave birth to me, your great-granny gave birth to your granny...” Her explanation didn’t satisfy me, “No, Mom. I mean who gave birth to all-all-all people?” Now I am thirty-four and still curious about he answer. Darwin’s evolution theory seems to provide the most reasonable explanation available, but still is not conclusive enough to be accepte... (read more)
That's close to my understanding of the quote. I suppose, "autonomy" means not just financial independence, but the sense of inner self, something beyond social roles.