He was in a sense telling Scott that he will be executed, so it was time to prepare. Plausible deniability ya know, considering the real ending of the movie instead of what you expected.
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Kind of strange that scene. First time I saw it, I thought Mcnamara was being kind to give him the bible. After later viewings I realized he was being a prick and kind of getting the last word against Scott (after Scott kind of told him off in court) by giving him the bible and basically letting him　know he was dead.
"You have the right to remain silent, so shut the *beep* up!"