Saddam is an ex-parrot...er...dictator.
Supposedly Saddam was supposed to give a live speech at noon Eastern time. It was advertised as such. Instead, one of his many goons read a statement. Hmmm.
Given the immense symbolic significance Saddam has for those fighting for him (or living in fear of him), the complete absence of any conclusive evidence of his existence is looking...well...pretty conclusive.
The other option is that he is so badly beaten up that his appearance on camera would be worse than no appearance at all from a propaganda standpoint.
