It’s Megyn who doesn’t let go. She keeps needling him daily. He needles back. Yes, these are needless needles, but Trump is a counterpuncher.
The counterpuncher does not throw the first punch.
In the case of Megyn, Trump is also a cowpuncher.
Megyn has defended Trump. She’s not needling him; he’s just attacking her over and over again. He has no idea when to let go of that or of this Heidi thing or the citizenship thing (which he knows is a falsehood) or any of a number of other things he just keeps coming back to.