Yeah, I watched the thing and he didn't refuse. He recognized the exact words of the demand as a rhetorical trap and then redirected it against her. In response to being too socialist, he responded "I love capitalism more than you do. You love banks."

The conservative lady set up the question so that she could frame him poorly no matter what he said. If he had said something like "I hereby declare Marxism a big stinky shit" her tweet would instead read like "Reverend Warnock says he renounces socialism, but his history suggests otherwise" and now she'll be in the position to frame him as both a liar and a communist.