Caught between two legal systems?
Obviously this is speculation, but its quite possible that the second Grand Jury (the "I don't recall" one) is still sealed, so he can't tell anyone about it under US law. However when on the witness stand in the UK he was required to answer all questions fully and honestly. By claiming forgetfulness he could avoid breaking US law. If he was lying about his lack of memory then of course that would be perjury, but in the absence of mind-reading it could not be proved.