If there is a chance that he has information they have to interview him.
First question: Do you have in your possession or have knowledge of a video of Nicholas Berg other than what has been released to the Arab press? The interview for Mr. Moore will be downhill from there.
What information could he have? He wasn't there when poor Berg got his head sliced off. I'd be willing to bet he's got nothing that is truly germane to the investigation.
Ignore him, I say. He's just baiting the FBI.