As PR goes, it's a great line. It's like a "no comment," but with the added benefit of both pooh-poohing the question and sounding high-minded. "You can engage in knee-biting if you wish," it seems to say, "but I must get on with the running of the ship of state."
Yeah, okay. The problem is that when government screws something up, someone usually is responsible. And although "not wanting to play the blame game" is an easy out for a tough question at a press conference, it does nothing to improve people's trust in government. Because most people know exactly what would happen, for example, if they told a tax collector or state trooper that they didn't want to "play the blame game."