I got a different impression.
Obama is saying that McCain took their secrets to his grave, and didn't rat out the cabal.
A warning to those assembled do the same.
If you read the transcripts, its actually pretty oblique and limited to a few choice parts of the speech. It wasn't an outright roast, but the meaning was clear.
Must read thread about the latest muh Russia indictment
https://twitter.com/almostjingo/status/1035870857594195969