I’m not sure how a disruption of a live interview would be any better, especially given that he only realized something had gone wrong when the presenter was introducing him on live TV.
IMO the best thing to say is something along the lines of "I think there's been a bit of a mix-up, I'm not the person you think I am, but if you want my two cents anyway ... ".
Obviously in reality I would've fumbled worse than this guy did, its easy to think things through with the benefit of not having the pressure of being put on the spot on live TV.
https://www.youtube.com/watch?v=Mh4f9AYRCZY
The old people here might remember the term "to Kramer into a room", which definitely applies to this clip.
But, also, I wouldn't take any chances if I was trying to get hired there...