Mark McGwire claims that he really, truly wanted to be able to talk about he steroid use, but that the timing was never right. Specifically, he had concerns that federal investigators would seek to prosecute him and that his friends and family would questioned and perhaps face legal trouble of their own.
One can sympathize with McGwire on some level here. When asked to stand before Congress in 2005, he asked for immunity from prosecution so that he could talk freely. But his request for immunity was denied. Thus, his decision to "not talk about the past" seems somewhat justified now, and in some ways he deserves some credit for refusing to blatantly lie under oath.
All that being said, one wonders to what degree McGwire continued to pursue immunity over the course of the next five years. After all, the curiosity by Congress, Major League Baseball and the public about what happened during the "steroid era" did not end with that hearing in 2005. In fact, that was only the beginning.
In March of 2006, MLB Commissioner Bud Selig asked former Senate Majority Leader George Mitchell to chair an investigation and issue a report on the pervasiveness of the steroid problem. Mitchell asked for cooperation from all players, but got virtually none. It would seem, though, that Mitchell and MLB officials might have had some sway in convincing the Justice Department to allow McGwire to speak freely in exchange for immunity. At the very least, discussions could have taken place over the course of weeks or even months, unlike in 2005, when immunity talks apparently took place in a Congressional office basement mere hours before McGwire was set to testify.
Perhaps the Justice Department never had any interest in granting immunity at any point. And perhaps McGwire was too high profile a subject to simply let off of the hook. But it would seem that, over time, prosecutors could have considered immunity for McGwire as a way of obtaining information about other targets. Since McGwire had no intention of talking without the immunity in place, Justice ended up getting nothing out of him. If they gave him immunity, he at least might have offered some information that would have been helpful in determining how steroids are produced and dealt.
But it seems clear that McGwire and his attorneys never forcefully pursued such a path after 2005. Despite his claims that he wanted to speak about the issue an unburden himself, McGwire's decision to remain quiet until deciding to re-enter baseball suggests otherwise.