Unfortunately, it's part of the "game" that he's bought into by becoming a world famous athlete. If you're going to sit up on the pedestal and take all the sponsorship and shit that comes with it, you have to be squeaky clean. He chose to enter that world, and this media circus is part of it.

(yes, I know he had no other way to swim with the best in the world, but that's the rub, isn't it)