I thought the exchange was hilariously awkward. No one that actually has the ability to be harshly critical of this team can enjoy Mickey much. He is complete good cop. His job is to spray sunshine, even on piles of dookie if the team is not performing well (or to distract with something non sequitur).
Shan has a show to do, which means sometimes doing bits that are concerned with something critical that interests Cowboys fans. After another loss to a team with a winning record, they brought up a couple of topics that Mickey had no interest in discussing. Likely because there was no way he could argue a winning point, and he did not feel like he could positively spin any of the material. And it upset him, that they would base his segment on that instead of something that was more like a softball segment (which is what he mainly gets considering all the control the Cowboys media enjoy as far as fan interaction).
My big problem with it was Mickey's tone of voice and choice of words. Shan and the show must do what they can to interest the broadest segments of fans. He needs to figure out a way to just dodge around giving a real answer if he feels uncomfortable discussing. They bring him in for segments to try to give the audience the illusion that the Cowboys inner circle are speaking to them. Anybody defending the guy for his unprofessional reaction to Shan, isn't really interested in being critical of the Cowboys (ever). It's cool, there are plenty of people not interested in introspection. Sometimes the mirror is uglier than you can handle.