First, I wish to make a distinction that we do not teach, "no self". The way we teach "not self" helps in letting go of the Dukkha of attachment to "me, mine. " However there are many people who don't teach Anatta this way and take "no self" to mean "nothing exists." But just because something is impermanent and a process of cause and effect does not mean that nothing exists. This would be implying that the four great elements do not exist, which we do not know to be true and is in the realm of philosophy. Anatta, is a very, very misunderstood concept. Yet, if understood correctly, the non-personal quality of existence can sometimes be an important practical aspect of the practice. However, many people get into arguments about this particular theory. Since I wasn't there when Steve answered the question, usually when someone asks me why Steve said such and such, I say, "Well I wasn't there to actually understand what he said."
But I understand what he means by not concerning ourselves with theoretical Buddhism because many people do get into intellectual theories and arguments, especially when they bring up "no self. With no self, what does "no" imply? Usually it implies nothing. For example: suppose you're going to the market place and you ask for some mandarins. But the seller shows you apples and you say, "Well, those are not mandarins." "Not" in this case does not mean there is nothing there. A mandarin is not an apple.
However when we say "no self," sometimes it implies Nihilism, that there is nothing. And this is often a big misunderstanding for many people in theoretical Buddhism, so it depends on how you put it. If you say "not self" it may be more correct and Steve may actually answer in a different way, but if you say "no self", there are a lot of theories about this that are incorrect and are not very practical. So perhaps that's why he gave the answer he did. Because Nihilism is a wrong view and a misunderstanding of Buddhism. The English word "no" usually implies nothing, but we actually don't know that, do we? But if we say we're not this and not that, then we're not implying that there's nothing.