That’s not the whole statement. The first part of that was “With the benefit of hindsight.”
As in, knowing now what kind of monster Sandusky is, he wishes he had done more. He had no idea at the time.
He didn't know it was going to unravel the way it did. That doesn't exactly mean he had no idea at the time. If that were the case why didn't he just say, "I had no idea at the time. If I did I would have done more," or something to that effect?