Why wouldn't his lawyer allow this? All anybody across the nation, including--and this is most important--potential jurors, has heard for the past week is SANDUSKY FUCKS LITTLE BOYS. His reputation is as bad as it can possibly get right now, so coming out and denying the charges are extremely unlikely to further damage his reputation in the mind of potential jurors.
This is all about trying to rehabilitate his image in the eyes of the potential jurors. You can argue that this isn't the right time due to everything else that has occurred, but I disagree. I think it's brilliant strategy to get the extremely public denial out of the way now, rather than in a few months time which would only serve to drag the whole affair right back into the forefront of the public's mind. By going on NBC and making a public denial now, they get it out in front of the jury members and they give the story as much of a chance of dying down between now and jury selection as a story such as this can. Now, if his attorney keeps having Sandusky conduct interviews after this one I will seriously start to question his reasoning, but I think this was a smart play, from a legal standpoint.
Edit: I saw all this having not watched the interview. If the lawyer mishandled the interview with Costas, then everything above would obviously not apply.