Not to stand up for ol' Coop, but he did follow up. Not forcefully, but he went through the motions. I think he pushed it probably about as far as his overlords at the DNC would tolerate.
I thought it would have been pretty sweet if after the second non-answer on the border question, he had said something like, "okay, you won't answer that question, so let's move on to the next question."
I'd prefer something like ", that you also won't answer" tacked on at the end of that, but the fascists at the DNC would probably cancel him if he tried that.