I also wondered at the time if Gary's silence wasn't a cover for Mrs. C. Heck, she's got to have a ton of dirt on him if she decided to get nasty.
Then I watched Gary's antics for a few months and his interview with Connie Chung and thought he was a scumbag regardless. Even if he was totally innocent of any direct culpability, by staying silent he would be guilty of obstruction at the least.
Then I saw his robot kids on LKL and figured he had the whole freaking family brainwashed and heard about the FBI interviewing 33 women that he had been involved with in the past and decided that he was a major oinker and he and the Addams family he lives with should all be locked up in a sanitarium. They're all goofy.