Answer: To show he doesn't feel guilty about anything.
Glen tells Maggie the FBI put the plate of donuts there to test their guilt. If they don't touch them, they are feeling guilty about something, so he eats the whole plate. Or course, his whole plan goes out the window as he immediately jumps up when the FBI re-enters the room, points at Maggie and claims, "She did it. She did it. She's the guilty one!"