This is a tactical mistake. Politicians go on shows like SNL to make them appear human and “one of the guys”, someone who can laugh at themselves. Trump has largely already been accepted that way. He needs to show he’s a serious candidate with serious ideas. There will be no bounce from an SNL appearance and the possibility that something will happen to intentionally or unintentionally make him look very foolish.
Total trap designed to make him look stupid. Expect an “accident” to happen to help facilitate this.