Because he was asked about Perry specifically. He was not asked about anyone else.
That was a gratuitous insult, saying he wouldn’t run with Perry.
Similar to the gratuitous insult he made on the Sunday shows, jumping on Perry with no information and no real reason.
It shows me something (negative) about his character.
And, by the way, if Perry were stupid enough to offer the post to Cain, he would jump on it faster than a frog on a fly.