What is astonishing by that? They can easily be splicing fiber cables taking a copy of most Internet traffic and recording either the actual call or just the from/to/length info and his answer is totally correct. It is actually a really terrible question.
Q: "[..]Does the NSA really keep a file on anyone? [...]"
A: "[..] Frist, no, we don't [...]"
Absolutely astonishing!
listen/watch here: http://youtu.be/tz0ejKersnM?t=33m2s