In the interview, he expresses disagreement with Ayn Rand and her view that the State is bad because it uses force against its citizens. He does not provide any argument that she's mistaken, or that his view is better.
Milton also, for example, advocated a negative income tax. That means if you contribute a sufficiently small amount to the economy then the State takes money by force from other citizens and gives it to you.
The purpose of this post is simply to inform people about how a libertarian icon is a blatant Statist. (And, by the way, he's not the only one.)