This is the standard procedure for witnesses taking advantage of the legal principle that no witness or potential defendant is obliged to say anything which might incriminate them.
No doubt the Noble Lord took full account of the standard police caution too:
"You do not have to say anything. But it may harm your defence if you do not mention when questioned something which you later rely on in court. Anything you do say may be given in evidence."Tells us all we need to know about Number 10's much vaunted 'full cooperation with the police' though doesn't it?