He starts off by saying that it's from the deep web. He doesn't really mention anything in the video. I also agree, slapping ILLEGAL onto it and putting 'KEEP OUT' signs on the thumbnail is just going to send people rushing to find it so that they can play it themselves.
But if you're a popular YTer and promoting (and yes, PDP playing a game counts as promoting) a game which has a version full of gore and CP, any normal person would want to warn people about that. I don't know if he mentions anything in the video because I am not going to sit through a Pewdiepie video for any reason. Perhaps without doing any real research on the matter or coming to reddit (where the majority of good info is). I wish he would've at least said something in the description about making sure you don't get the CP version (because seriously, who the hell expects to find CP in a video game?) and people are going to look for links after viewing this. I just clicked and it was called 'ILLEGAL HORROR?! - Satan Satan.' So he seems to have removed the words 'deep web' from it, but I agree with those who've said that (1)people will be drawn in just because people are saying to avoid it, and (2) Pewdiepie playing it at all is inevitably going to lead to people ending up with the 'wrong' version. He seems to have changed the title again.