He's either thinking they're going to try and pin something on him or.....he doesn't think what he's saying and doing will amount to anything and is instead doing it to either stay relevant or because Hillary is going to try to run against Trump again (which if she loses again will be funnier than if Kamala were to run and lose again)

It's also possible whatever evidence exists against him in the files amounts to very little or nothing (it could be he was careful enough not to let himself get caught doing anything incriminating)