That's the WGVU studio in downtown GR (PBS). That is the thresh screen they always use to superimpose a background - city view of Grand Rapids. He was waiting for the SOTU with Candy Crowley on CNN.
There is no TV for him to see the interviewer there which makes those interviews tricky. Nearly all the remote interviews are done there.
I get chills every single time I see the Ron Paul sitting alone photo. It's one of my very favorite images of humanity. Strength, courage, resolve, and breathtaking humility all at once.