In the Season 4 episode "Musings of a Cigarette Smoking Man", we see CSM personally kill both JFK and MLK. However, when he and Deep Throat are confronted with killing an E.T. in the modern day, he claims that he has "never killed another person or thing" and talks about how he wants Deep Throat to do it so he can live his whole life without having actually taken a life. I want to know why he seems so intent about this - when he killed MLK, he volunteered to do it himself. And he even said he had a great deal of respect for King, which makes it strange that he would be so troubled about killing an alien he knew nothing about.
Anyone have another further pieces to this puzzle, as to why he would make such a big deal about this?