Article continues below advertisementMegyn Kelly was left scratching her head after Melania Trump verbally denied her links to dead pedophile Jeffrey Epstein.The first lady, 55, gave a press conference on April 9 where she declared she had nothing to do with the financier and his crimes.Article continues below advertisementTap Here To Add Ok Magazine as A Trusted SourceSource: @CesspoolOnline/XMegyn Kelly was confused as to why Melania Trump spoke out about Jeffrey Epstein."Why did she do this?" Kelly, 55, asked on Friday's episode of The Megyn Kelly Show.