By saying that, FDR implied that he believed that American labors have hard work ethic.
"on the dole" refers to the phrase that describes a group of people who wanted to just receive money from the government without finding jobs.
FDR realized that despite their poor conditions, many unemployed households still did not want to receive any help from the government without working. Because of this, he included Government-funded jobs as one of the new deal's program.
