I mean, we all know that virtually everything that comes out of Trump's mouth is 100% grade-A bullshit.
But when he says that he is unwilling to participate if he's going to be fact-checked means that he knows that everything is saying is a lie. He just admitted to it. Nobody who believes that they're telling the truth is afraid of being fact-checked, especially not to that degree.
He literally was telling the NABJ that he's not going to participate if he's not allowed to lie.
It's not quite the self-report that you think it is. Refusing to accept fact checking is a rational decision in the hypothetical framework that the participant is being honest and the checker is unreliable or dishonest.