A pretty arrogant response from the office of the Vice President considering they were the source of a leak that revealed classified information.
That's bad enough, but notable for other reasons, because in 2001, Cheney claimed (in court hearings) that his office enjoyed the benefits of Executive Privilege so it could hide information regarding Energy Task Force meetings from the U.S. public. In that particular case, the big story was who Cheney's Energy Task Force interviewed: Lots of Big Oil executives. They excluded environmental groups concerned about U.S. energy policy, which is why the Sierra Club sued to gain access to information about the Task Force (and were denied by ).
So which is it? Is the Veep part of the Executive branch or is it part of Congress? The short answer is that it's part of whatever agency can be used as a flimsy excuse to hide information from the American public.
In the bigger picture, Cheney simply doesn't think he's accountable to anyone is this country -- even the President. If he didn't claim Executive Privilege, or Immunity from Executive Orders, he'd just claim National Security or some other bullshit. Cheney doesn't think the U.S. public has any right to know what he is doing.
He should have been impeached long ago, but apparently our democracy is too weak to even confront him. A sad testament to our times, but definitely something to keep in mind next November: as bad as any Democrat has been over the last 50 years, none have had the cojones to thumb their nose at the American public, the U.S. Constitution, The President, and Congress.