If Dumbledore had kept the Map himself - if the Weasleys had ever spoken of it to Dumbledore - but they did not, thankfully.

Calling out explicitly why this is confusing:

The trapdoor had hardly slammed shut above them before all nearby sounds muted and the old wizard spun on them and held out a hand and commanded, "Give me the map!"

"M-map?" said Fred or George in total shock. They'd never even suspected that Dumbledore suspected. "Why, w-we don't know what you're -"

"Hermione Granger is in trouble," said the old wizard.

"The Map is in our dorm," George or Fred said immediately. "Just give us a few minutes to get it and we'll -"

The wizard's arms swept them up as if they were hugging-pillows, there was a piercing cry and a flash of fire and then the three of them were in the third-year Gryffindor's boys' dorm.

The Weasleys quite definitely told the location of the map to a Phoenix wielding, sorting hat summoning, line of Merlin holding person who looks like Dumbledore. So either Quirrell is lying, or someone Obliviated the Weasleys before Quirrell stole the map from them. Further, Harry knows this.

If the enemy can notice you running off to consult the Weasley twins during class after Hermione was arrested, and find out about that magic map you said was stolen, then the enemy can wonder why I was guarding Hermione Granger's body.

By the way, that line was edited. It originally read:

If the enemy can notice you running off to consult the Weasley twins during class after Hermione was arrested, and find out about their magic map and steal it, then they can wonder why I was guarding Hermione Granger's body.

From discussion context, I believe the line was edited because it wasn't clear how Harry could have learned about the map on his own and people were theorizing that Harry stole it himself.