Ummmm ….. nothing exceptionable.
He said that the private possession of something ought not to be illegal. He did __NOT__ say he was in favour of it. He is a libertarian; we tend to have well-thought-out policy-positions based on logic and reason. (See, also, the UK Libertarian Party. I personally am glad that there now is such an institution, although the LA has always held a broadly friendly but opposite view.)
Sean is well out of that shower. Although you have to sympathise with a fledgeling party like UKIP, which could become more important in the years to come, as darkness overwhelms us, and which does NOT want to be targeted by Rebekah-Wade-inspired mobs who think all its officers are paediatricians.