Like another poster already said, it was an interview. If you are trying to get a message out would you turn down interviews? We know what kind of crowd listens to alex jones. Maybe, just maybe, he is trying to get them to think objectively.
Because of simple judgment knowing if the interview will turn into a situation where you message becomes second fiddle to the message of the interviewer.
Kind of like advertising, you don't just stick your message everywhere. You put your message where it will have impact. You don't advertise Depends Undergarments in a strip club.