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It goes to intent.

Typically the law tries to at least somewhat take into account intent, like if someone omits something from a filing by accident or in a deliberate attempt to conceal, for example.

Pointing out his statements demonstrates that he's aware of the rules and is choosing not to respect them. That's usually a sign that someone should be on the higher end of the typical punishment range for a given act.

Especially in the case of contempt of court. The whole reason why you'd hold someone in contempt is if they are willfully not doing what the court says. The SEC is telling the court "Look, he's literally here talking about how he doesn't respect us. He's willingly doing this."

The video of the bolded part is even more unbelievable: https://www.youtube.com/watch?v=cRNypdYQoWk&t=69

Government being vindictive would count as evidence against the government, not for it.