@FedPostalService
The problem is that while they have privilege, they have to be invited to speak.
Prime Minister's questions are strictly scripted. You have to ask ahead of time what you want to ask and recieve permission to ask it from the Speaker.
You similarly have to request permission to speak to the House, and indicate what topics you'd like to explore.
This can be denied, or pushed to a really inconvenient time like 3am and no media are allowed in attendance or to report.
Farage has said he knows far more than he has said, but he just like the journalists has been gagged and any objections are being sidelined. He cant invoke the privilege to speak, when he doesn't have permission to speak. He can't give the information for a non Brit to say, because A) the information will get censored because as you've probably seen with the Royals the British do have a disproportionately strong grip on traditional media and B) They'll just start locking up whoever they think leaked it, which probably will include him.
I can think of times where leaders have been infamously strict/tyrannical about who they gave permission to speak to like Thatcher at various points, but not so far reaching in my memory.
All glory to our Fabian overlords.