Note to The Taming of the Shrew, 4.1.140: "Where is the life that late I led"
In Shakespeare's The Second Part of Henry IV Pistol exclaims, of the Lord Chief Justice:
Let vultures vile seize on his lungs also!
"Where is the life that late I led?" say they.
Why, here it is, welcome these pleasant days.
(5.3.139-141.)
Pistol is a follower of the fat knight Falstaff, who has just heard the news that the old king is dead, so that his good buddy, Prince Harry, will be the new king. Falstaff and Pistol both think that the newly-crowned Henry V will let them do anything at all, including punishing their enemy, the Lord Chief Justice.
Thus it appears that when one experiences a great change in life, what comes to mind is the song or saying "Where is the life that late I led?" In Petruchio's case, the great change is that he is now a married man, and a married man who has been used to living in a kind of boys' club of rascally and witty servants.