The fact that they are talking at all is a security concern. If the protectees begin to feel that everything they do might get blabbed by the Secret Service, they will start trying to hide things from the Secret Service and this makes them vulnerable.
This was a key issue made by the Secret Service when they tried to keep from testifying about Monica Lewinsky and in my opinion, was the only valid one.
Tough sh!t. If a "protectee" makes himself vulnerable because he feels a need to hide criminal conduct and/or plain old low-class behavior, then that's their problem.
I remember reading this article quite a while ago.