If you have heard only the short clip that is on Youtube, I can understand why you would ask me to elaborate what he was trying to say, but if you saw the discussion in context, you wouldn’t need to ask. He said “Senator McCain does not talk about ‘my Muslim faith’”, meaning, McCain does not say that BHO is of the Muslim faith.
Hey, thanks for reading Bambi's mind and letting us know what he really meant to say. You've got quite a talent there. Ever thought of taking it on the road?
Suppose someone had accused him of having had a prior career as a bank robber. Would he likely say, “Senator McCain does not talk about my bank robbing career” or would he say something like, “Senator McCain has not accused me of having been a bank robber”? Sorry, but it looks like a Freudian slip to me. The interviewer, who is certainly experienced and had to know the context, took it as a slip. He did not get the meaning you seem to get or he would not have felt the need to correct Obama.