No, you don't. But you sure as hell don't come out guns blazing when the words you said could have very easily been misconstrued.
All he had to do was come out and explain exactly what he meant by his comments and this goes away after a couple more hours of continuous loop on Fox news. Instead, he comes out, never really explains what he meant in an adult, well thought out manner and goes into a 5 minute diatribe about how this is a GOP conspiracy and they're all out to get him. Now it's a story up until the election.
Dumb last night, even dumber today. He wasn't going to walk out and win many votes today, but he sure as hell walked out and probably lost some.