Nerd reference time.
There’s an rpg setting (think D&D) called the World of Darkness, modern world with magic and vampires and werewolves and all that shit.
What is Penn Jillette doing?
He is acting as one of these Guardians in the Labyrinth, tempting dumbass fucking reporters deeper into it by saying “Yes, the tapes do certainly still exist, you should go bug this person about them.”