I didn't watch the video because I didn't want to waste the load time. I'm assuming O'Reilly is incredulous at the improbable "perfection" of the earth-moon system, in terms of it's ability to harbor life.
From a limited POV, he's right. The Earth-moon system is perhaps best described probabilistically as "rare", rather than "improbable". You won't find earthlike systems capable of harboring humanoid life on every cosmic street corner. And yet, if the universe is big enough (and NASA measurements strongly suggest it is), there would be an indeterminate number of exact copies of the Earth-moon system spread across the incomprehensibly vast cosmos, each one an incomprehensible distance from the next.
A system capable of harboring humanoid life is, by definition, a place where quite a few very improbable events have occurred, including, but not limited to events like the glancing cosmic blow that created the Earth-moon system.
But what O'Reilly fails to understand is, this kind of rare place is precisely the kind of place where we, specifically, would be found. Where did he expect us to find ourselves? At the bottom of Europa's cold, dark sea? Which, BTW, is roughly equally improbable. No. We are occupying precisely the kind of place we, specifically, should fully expect to be occupying, that being the kind of place where we could actually be, in a cosmos that is almost certainly incomprehensibly large.
Bill doesn't understand any of that. But let's cut Bill some slack. Bill might not be a genius, but he's not exactly stupid either. Bill is a very successful man, and clearly a very busy man and a very focused man. It is hardly surprising that astronomy and anthropic thinking would not be within Bill's areas of specific knowledge.
Where Bill went wrong was in stepping outside his area of expertise and challenging scientists in their area of expertise. Still, Bill might get away with it. It's his show, and time is limited. The scientists would almost certainly be unable to answer Bill's ignorant questions in the allotted time, or explain the meaninglessness of the ignorant questions.
As noted, I typed all this without watching the video. How far off am I?