A normal person who didn't remember doing something would say, "I didn't do that." This is especially true when the person thinks they've done nothing wrong, and that the FBI is looking for criminals, not them...so they speak quickly and casually.
A lawyer or a politician would say, "I have no recollection of doing that." A lawyer and politician might even wonder if the FBI agents were out to get them on any crime they could find, and so would be careful with word choice.
A normal person can be easily entrapped for perjury or lying to the FBI, which can be leverage to get them to do other things. And, people like you can trumpet that the person lied when they don't like them. It's a very unfair situation.