Maybe he just misspoke? Trying to explain that he doesn't know the full enormity of it all, but he's been told to get out and play so he's trying to concentrate on the job at hand?
I had no idea about his television anxiety though. I was always under the impression the BBC dropped him when they had that big MotD shakeup several years ago; I figured it was because he was too even handed, knowledgeable, professional, and not controversial enough (whereas Lineker has clearly embraced being a mini-troll).
I remember when Everton won the FA Cup (lol) and Lineker says, "So, Alan. United unlucky?" And without hesitation, Hansen replied: "No. The best team won."
You just wouldn't get that now. Yeah you can argue he'd root for Everton over the mancs any day, but you could tell he was just being honest. Compare it to Hoddle last year in the CL final.