Playing along by pretending there's nothing to mention is a step further than feeling you're not allowed to say exactly what you mean. That's the why.

Why aside, if you care about the subject either way you already know what he's talking about, and if you don't know then you likely wouldn't care.

He may be quite incorrect in his judgment of the subject, but, as demonstrated by the flagging, he's correct that he's not allowed to talk about it in many settings, including this one. There's a fair chance I'm not allowed to talk about him not being allowed to talk about it, either.