Two reactions:
1 Maybe Obama (a) believes in divine-command theory and (b) associates himself with the divinity?
2 More charitably: Perhaps he meant that he knows he has sinned when he does something he knows is wrong. That’s a reasonable statement. If you put to Obama the question, “do you believe it is possible to commit a sin without being consciously aware of committing a sin?” I suspect he would give the orthodox answer (yes).
I don’t think he should have to go into detail about his views on these matters, by the way.