What he did was take the 5th in the gentlemanly way, and the committee let him do it. They could have forced him to say the words "on the advice of my attorney, I refuse to answer all questions on this subject" but then they would have been even bigger asses than they were. Normally, in congressional hearings, all the subject has to do is send in a letter from his attorney saying that he will plead the 5th, and the committee won't require an appearance. These guys made McGwire show up on national TV so they could embarass him.
I suppose you think they forced McGwire to use the supplements, too.
Anyone supporting the players on this one has chosen ground not easily defended. Perhaps Congress figured out even they would look good compared to the players, the owners, and the union leadership. And it looks like they're right.