I recall that part and saw it as wrong. Not a lawyer but I understand that our criminal courts are geared to follow Blackstone’s Ratio: “It is better that ten guilty persons escape than that one innocent suffer”. Still, that principle doesn’t seem to be equally applied across all courts and all states.
Civil court is different and Kyle, plus his militia, may eventually face the same problems as OJ did after murdering his wife and an innocent bystander.
Although the link does mention that the prosecution couldn’t mention militias, it doesn’t say why they couldn’t.
Was it the judge or was it a Federal gag order?
IMO, Judge Schroeder bent over backwards to protect Kyle and leave the defense an open path to condemning the dead, but the same comments about bias were made about Judge Ito in the OJ trial:
https://en.m.wikipedia.org/wiki/Lance_Ito#O._J._Simpson_murder_trial