Censorship can happen on any broadcast media, not just XM. I would tend to think this is a DJ (who is also a conspiracy nut) that is pulling a fast one on his listeners. Radio jocks do this sort of thing all the time.
Boortz had a great one about 15 years ago where he did a "live" broadcast from a skydiving center outside Atlanta where they were supposedly holding the "skydiving cat chasing championships". The idea was that they take up a bagful of cats, throw them out of the airplane and the skydivers try to catch them on the way down. A LOT of folks thought it was real. Even the local Humane Society got their panties in a wad......
Then, there was the time that he said, on April Fools day no less, that the Atlanta water system was laced with the deadly chemical "dihydromonoxide" (H2O). The head of the Atlanta water system even called his show claiming there was absolutely no dihydromonoxide in the Atlanta water system......that one was a riot!