If what you say is true, then it seems that one of the possibilities apply:
1) Cain forgot all about it.
2) Cain remembers the settlement but lied regading his not knowing about it.
Or, as I said, he didn’t sign it.
I would discount your “1”, because this wasn’t some random question out of the blue, where he might have forgotten in the heat of the moment. They knew there was a story about this, and any competent campaign would have at least discussed it, and if they were discussing a story about settlements, Cain would have remembered he signed a settlement.
If he DID forget about it under that circumstance, that would be a really bad thing for a person of his age to admit. For now, I choose to believe he did NOT know about the settlement, and therefore was not a party to it, and is therefore not bound by any gag order.