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Psychohistorian comments on "I know I'm biased, but..." - Less Wrong Discussion
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It's not undermining your own credibility, since "I may be wrong" is generally a truism. It's more of a display of humility, which can be very helpful if (A) you're a lot smarter than the other person and they basically know it, or (B) the other person outranks you, and to be directly contradicted by a subordinate would be embarassing.
As an example, I'll often use this preface (or, "I'm confused; it was my understanding that not-X.") when asking a question in a law school class, where I think the professor may have misstated the law. Usually, I think they actually have - though I'm not always right - and this works a helluva lot better than saying, "But Professor, the law is not-X."
"I'm confused" is much better than "I may be wrong" and (especially) "I may be biased". It's just as modest, but more informative.
And -- importantly -- it links the modesty to your epistemic state, not your seniority level. To the extent that "I may be wrong" is, as you say, a truism, it doesn't communicate any information about your knowledge and is just verbal filler whose actual meaning is unconnected to its semantic content .
On the other hand, examples like "I may be biased, but my relative Person X is the greatest person in the world" are clearly instances of undermining one's own credibility. As such, I find them grating.