It's possible that he breeds his own rodents, so live is most convenient.

I'm not sure where the idea arises that live feeding is cruel to rodents. I'm personally dubious about how comfortable CO2 euthanasia is, but when a snake constricts a rodent, the rodent is so startled, its body floods with adrenalin, which likely numbs it to any pain from the teeth--they are so sharp, they aren't very painful anyhow. Loss of consciousness occurs within seconds, as the blood flow to the animal's brain is cut off.

Yes, occasionally a snake will hit the animal wrong and it will take longer, but that isn't the norm, and I'm sure that rodents fighting amongst themselves cause more unpleasantness than that, in rodent facilities.

There's no cruelty issue with live feeding, only safety issues.