It's not about giving things away -- it's about delaying your adversary. If the NSA takes Schneier at his word and targets him accordingly, then (assuming this is a diversionary tactic) any 0days or other attacks they attempt to send his way will fail. Now obviously that's not a long-term strategy, but it does provide an extra layer of protection against naïve attacks based on his public statements. To be clear, I'm not sure I buy the smokescreen idea, either, but your reason for disbelieving is flawed.
It's fair that this would make some difference. But it's not as "he's not on Windows, but we have no clue what he is on?" is a recipe for quick success. He doesn't have to say what linux distro he uses, just give a placeholder for a decent one, and he doesn't even have to use Linux.
In any case, is it worth potentially misleading a lot of people for the sake of such a marginal increase in his own security? He could have an even more secure setup if he didn't talk about instituting an air gap. He's already giving away information.
