Because Van Jefferson was wide open for a big gain 3rd down or not. That deep interception likely cost the Rams at least an FG shot and Gay is going to make most kicks.
If he just checks it down to Jefferson who was clearly in his field of view it's a huge chunk gain and a first down. That is the play he needs to make in the playoffs.
Check it down, throw it away or eat it and take the sack. Do not turn the ball over in your own end period.
