Protecting Your Sources How Far Does it Go ?

So this video shows an interview by a reporter for NYT . This guy has trained hundreds of terrorist by his accounts and carried out attacks himself. Why isn't this guy in jail ? The reporter says they had to conceal their location in order for him to agree to the interview. I suppose a reporter would argue you have to protect your sources but... where is the limit? If I have information about a terrorist who carries out terrorist action am I obligated to pass it onto the state dept ? Or break a big story instead .. Hmmm which sounds more towards the rights of the innocent that will suffer from the attack or the people this guy trained ?