Klein Investigations CEO Philip Klein joined ‘Fox & Friends First’ to discuss why it was ‘completely unusual’ that UnitedHealthcare CEO Brian Thompson didn’t have personal security at the time of the murder as the perpetrator remains on the loose. Klein Investigations CEO Philip Klein joined ‘Fox & Friends First’ to discuss why it was ‘completely unusual’ that UnitedHealthcare CEO Brian Thompson didn’t have personal security at the time of the murder as the perpetrator remains on the loose.