Gabriel Sherman writes that Megyn Kelly may have “gone rogue” by meeting privately with Donald Trump — without Roger Ailes’ blessing. Fox executives, caught off guard by Kelly’s clandestine outreach, released a statement suggesting this was all according to plan: Ailes had spoken to Trump “a few times over the past three months,” it noted, implying that he had helped her get the meeting. Later that night, Kelly confirmed on her show that she and Trump discussed the possibility of an interview. She made no mention of Ailes. “The meeting was at my request,” Kelly said. If Kelly did indeed...