Scrutiny might be warranted and prudent but assuming that Jihadi John is a British citizen, he should have the same rights as any other British citizen. Defending someone's rights means telling the organs of the state to obey the law and this is good for everyone, including the organs of the state.
If Jihadi John accidentally stabs himself multiple times whilst shaving then I won't feel bad for him but I don't want members of the security services thinking they are entitled to break the law to punish him. If CAGE keeps them honest that's a good thing.
Just to be a bit pious, here's a favourite quote of mine:
"And when the last law was down, and the Devil turned around on you--where would you hide, Roper, the laws all being flat? This country's planted thick with laws from coast to coast--man's laws, not God's--and if you cut them down...d'you really think you could stand upright in the winds that would blow then? Yes, I'd give the Devil benefit of law, for my own safety's sake.”