Because it was himself? And also getting immunity, that would be clever phrasing.

are immunity deals really that stupidly phrased? I'd guess the standard boilerplate would protect against that? Then again I remember this exact scenario in an episode of The Practice ... so maybe not :)

He could possibly know just from watching BTC flow through Gox.

It's quite possible he didn't know anything, and was just sending out some test balloons.

Possible, as anything can be a lie. But usually in these situations people are telling the truth, or what they believe to be the truth.