I'd lean towards thinking he meant it for public consumption as a mushroom-wag
E.G. "Look, the DoJ does my political bidding, and nobody can stop me". The past shows he likes to admit criminal shit he does, so when the public sees nothing happen to him, they believe either he's invincible, OR that whatever it is, it must not be a crime, because he's openly admitting it.
Trump is freaking stupid in a lot of ways, but he's also a master criminal and manipulator. And he's clearly familiar with the intelligence term "limited hangout".
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