I think O'Reilly was just trying to play the devil's advocate, as he often does. I feel like at the end of the day, O'Reilly is a good dude who is trying to make for good news, and he'll even debate in opposition of his own beliefs to give his guests more of a chance to speak on them, sort of like a Hannity and Colmes approach- it makes for good news, seeing two people agree for an hour gets boring.
I'm no one to criticize the guy, but the baseball hat/t-shirt thing(IMO) is a bit lame. You have to play to your audience and know your operational environment, which can be read as matching your host's uniform. Going to a business attire affair like that is like going to the Pentagon in PTs, it's two uniforms downgraded. O'Reilly is there in business attire, and he skipped the business casual and went straight to bar room. 255 kills or not, the Jesse Ventura story was more than enough to have him on in my book.