I couldn't agree more with this. The scientific method is specifically designed to address those things which can be empirically measured. Claims that are about things which are 'outside of nature' and not amenable to scientific measurement, cannot be addressed by science in the first place, much less result in any finding for or against. Dr. Collins displays great intellectual honesty and scientific integrity in the interview. He admits the case for evolution is overwhelming, laments the evangelical church's attachment to creationism and Intelligent Design, and says that his arguments cannot 'prove' the existence of God.
Where I differ with Dr. Collins is not on matters of science, which I wouldn't possibly presume. Rather, Dr. Collins has a distorted view of atheism, thanks in no small part to people like Dawkins mucking things up. As Dr. Collins states in the interview:
"...I had to conclude that atheism was the least rational of all choices because it assumed that the atheist knows so much as to be able to exclude... the possibility of something outside of nature; namely God. And, that seemed to be a pretty arrogant position - a position of some hubris for anybody to take and certainly not one that you could defend on rational grounds."
However, atheism does not exclude the possibility of God:
Atheism is merely the lack of belief in a God. One could lack a belief that God exists, and lack the belief that God does not exist. This would be an atheist because he would be without theism - without the belief that God exists. The lack of the latter belief would be incidental to the term. Atheists such as myself say clearly that God cannot be proved or disproved and we cannot have knowledge, one way or the other, of such a being. As such it would be foolish to believe in God, and it would also be foolish to claim that such an entity couldn't possibly exist. Still, the lack of the former is enough to fully and completely count as an atheist (a-theist, or non-theist).
More importantly, theism is not the belief that God is possible:
Theism is the belief that God is real - that God exists. Therefore, to back up that claim, one need do far more than argue for God's possibility. One must show there is a positive reason to believe that God is, in fact, independently and objectively real and actual. That alone is theism and, lacking that, all other positions are atheism.
On a second matter, Dr. Collins states:
"A purely naturalistic worldview is impoverished in certain important ways. It basically says some questions are just 'out of order' like 'what's the meaning of life', and 'why are we here', and 'is there a God'."
Later he suggests that some think these questions are simply "not worth asking". I think that Dr. Collins, like his nemesis (perhaps too strong a word) Richard Dawkins, both suffer from an abundance of focus and experience in scientific practice. I'm sure in both of their fields, these questions seem to be 'out of order'. However, as interviewer D.J. Grothe points out, these are questions that atheists commonly enjoy tackling. From my philosophic point of view, I'd say it's not these questions that are out of order so much as it is definitive answers that are out of order. We can ask ourselves if there is a God in all sorts of ways, and explore possibilities in all sorts of ways. But in the end we must admit that we couldn't know such a thing.
However, Dr. Collins handles the issue in another way. He mentions sources such as C.S. Lewis' Mere Christianity and says that such arguments presented therein show belief to be "more plausible" than non-belief. He then concluded this was enough to take a 'leap of faith' and thus believe in God.
This is an approach I've seen many times and in many varieties. The problem behind this approach is the unstated premise that we must reach a final conclusion. That, for some reason, it is important for this little short-lived microscopic primate crawling about a speck of dust in a nameless corner of the vast cosmos for the tiny sliver of time it occupies, to submit an affirmative proclamation to the universe on the existence or non-existence of a deity.
For one, to think such a creature even has the means to submit a meaningful answer on the question is comical. Secondly, to think the rest of nature even cares what it has to say on the matter is equally comical. But thirdly, and more importantly, is the fact is that the question is irrelevant and ultimately inconsequential to anything of substance in our lives. It ranks #2 on my personal list of 'completely ridiculous and meaningless wastes of time in philosophy', just under the issue of whether or not we have 'free will' (and yet, here I am again, sucked into spending time on it).
Most people make decisions and live their lives by anything but their belief in a deity. There is no evidence it effects our morality, our ethics, our happiness, our meaning, our ability to explain nature, or our society in any way that numerous examples haven't shown are equally obtainable absent an invisible intelligent architect. Sure, I along with any number of other people, can be convinced that the meaning of life is to eat bananas but that doesn't make life objectively meaningless without bananas.
In fact, many people are fully content to leave matters as 'unknown' or 'unknowable' and that's what a truly rational and humble person must do when it comes to questions beyond our means to answer.
We basically live our lives as normal - without any sort of appeal to unproved claims in invisible entities, but remain open to the possibility and ready to change that behavior should any new evidence come along in the future. In the meantime, we can rationally argue that those who do go out of their way to worship, appease, or address such alleged entities are thinking 'out of wack'.
Perhaps the most revealing statement by Dr. Collins was his take on morality. After siting C.S. Lewis, the issue of our ingrained moral sense came up. Dr. Collins was unconvinced that evolution has explained all of our moral behaviors and speculated that it couldn't explain all of them, but perhaps only some superficial and direct tendencies.
Then came the bomb:
He asked, if our morality was just about biology, just an "evolutionary artifact" and an "illusion", then who cares about morality? He wondered why an atheist should care about morality.
Thus we see the real hole in Dr. Collins' perspective, and it again has to do with an abundance of scientific knowledge and practice, with very little philosophical foundation. Dr. Collins, like so many of us, suffers from the affliction of ignorance concerning virtue and ethics: the lack of knowledge that they are, in fact and in themselves, good for us. I am convinced that, at the root of much theism, is the view that ultimately, ethical conduct is some sort of 'sacrifice' we make, for some other external reward or punishment, rather than it being a reward in its own right. I think if more people understood that ethics and virtue is 'good medicine' and fully comprehended Epictetus' statement that virtue alone "is both necessary and sufficient for happiness", then such questions would dissolve.
What is also ironic about Dr. Collins question is its circular nature. If morality is an evolutionary artifact, that would mean that it had some survival benefit. Therefore, it would necessarily be something we should 'care about'.
 According to my anecdotal experiences with many who are not theists, it seems the person who will claim that any sort of God-entity cannot exist and is impossible, is few and far between (I couldn't recall one by name that I have met personally). However, that vocal group of anti-theists get all the press and have convinced huge numbers of people into thinking of atheists as something they aren't. Another factor in this is the common apologetic theist straw man that seeks to get off easy by merely arguing for God's possibility. Such a tactic demands an opponent whose position is the impossibility of God - thus that sort of person is highlighted despite being almost unheard of, even among atheists.
Many atheists, perturbed by this persistent mischaracterization, have opted to use the term 'non-theist' to help highlight these points. But technically, lacking theism, they are still atheists, as are most agnostics (who lack theism as well). I would recommend not using any of these labels and simply having substantive conversations about specific beliefs and positions. Given the distortion of these labels, I think more meaningful communication of the reasonableness of positions is only possible in this way.
 I conversed with one person who pointed out that such people actively behave as though there is no God, even if they say the matter is merely unknowable. But this is the way we always act about unknown things. For example, suppose we knew there was a planet full of pre-industrial but fully intelligent people on a planet in our nearest star system of Alpha Centauri? How do you think that might affect NASA's budget or the speed with which we get probes and people there? Of course we don't know such a thing, but one would have to be quite ridiculous to say it is impossible. In fact, given what we know of biochemistry, our own planet, and astronomy, life (even intelligent life) is probably more likely than not somewhere in this universe. We simply don't know if there is a life-bearing planet somewhere in a nearby star system yet. But the default position is to behave in a fairly regular fashion until or unless such is shown to exist.
 On a side note, it was interesting that he later admonished this very same 'attacking the gaps' strategy of the creationists against evolution and felt comfortable that new information to come would fill in those gaps. When Grothe earlier brought up that possibility with Dr. Collins on the matter of evolutionary morality, he said he'd be interested in seeing what resulted, but still appeared to hinge the weight of C.S. Lewis' argument on the assumption that evolution couldn't explain our moral sense.
 For a more complete description of this, please see my essay on Natural-Objective Ethics.