Although Colorado has a death penalty, the last execution was 35 years ago.
He knows the risk of dying is little (other than at the hands of inmates), SO my guess is that he wants his moment in front of the witness stand to spew forth whatever it is he wants to spew forth.
A Lee Harvey Oswald type of incident is still a possibility.
It will just put gasoline of the flames that were started by the gun-control crowd.