Sometimes they don't follow up because the statement is obviously evasive nonsense and readers will see it. Just letting them say damning things on the record is a win.
And if you don't confront them, maybe they'll say even more? It's like the military quote: "never interrupt your enemy when he's making a mistake."
What you say seem plausible but, as an observer not privy to things, I am not sure how one can differentiate when someone is being allowed to get away versus being goaded to say incriminating things.
But If you look at the written coverage at NYT about this, you will realize that in this case it is the former and not the latter. Yes one can argue that it might have been a plan to make him comfortable to talk at the interview - but yeah :).
And if you don't confront them, maybe they'll say even more? It's like the military quote: "never interrupt your enemy when he's making a mistake."