Megyn Kelly raised eyebrows over Melania Trump's sudden move to publicly deny any ties to Jeffrey Epstein, Wonderwall.com can reveal. The conservative host didn't hold back as she picked apart the timing and motives behind the first lady's unexpected statement. 'Why Did She Do This?' The host said the timing was odd, noting the controversy wasn't dominating headlines. MEGA During a recent episode of The Megyn Kelly Show, Kelly made it clear she was baffled by the decision to wade into the controversy now. "Why did she do this?" Kelly asked. "That's really what everyone was asking.