Hmmm I don't know all the details of this situation so I am obviously missing chunks of info here, but consider the following instance:
Say that this on-air personality happened to claim to be a doctor, and was offering help over the airwaves. This could be potentially more dangerous.
Or, remember what happened to Miss Cleo? In her case, of course, there were "for entertainment purposes only" messages for legal clarity, and more.
From: someone
Do you think it is wrong to tell people things that are not true about your life? So long as it isn't hurting anybody? Spinning a tale that you wish were true?
I have done this before in an effort to appear more "normal", but it worked badly because my real self shattered that pretty quickly.
Another instance would be the Alternate Reality Games that are played, which some people take as truth. A recent example is ILOVEBEES.COM -- but then again, flashback to Orson Welles's "War of the Worlds" and how it caused a certain amount of alarm.
Like Chip said, I agree with the whole thing about entertainment, and I would not take it that seriously because, heck, isn't that what Howard Stern and so many other shock jocks, and even more mild-mannered radio hosts, have succeeded on?
However, I think access to the "back door of truth" (wow did that sound wrong) is welcome, when in doubt. You can enjoy a magic show without believing it's arcane sorcery. But in today's world, we have so many characters . . .
I think that if one is playing a fantasy, 'tis better not to confirm nor deny. That will leave room for mystery, which can be magical, and one's options are open.