Ah, you're right, he doesn't give them E. However, my point remains the same. He gives them C and D. The audience comes up with E, which is totally natural for a _major scale_! Then McFerrin gives them the A (with the big jump). At that point the audience is either forced to go with A minor or a pentatonic scale. Considering the fact that he has established two jump sizes (minor third vs major second), it's pretty much impossible for them to choose A minor.
