1. Notice how Thiel mentions his idea about the importance of monopoly right before he alludes to something edgier. That's a bit odd, as talking about monopoly as a goal isn't very edgy at all.
2. Thiel is a libertarian. Libertarians often complain that government is able to misbehave because it is monopolistic.
3. Remember that Thiel is a known supporter of Seasteading--he initially funded Patri Friedman's Seasteading Institute.
4. Thiel has also been known to criticize democracy.
5. Thiel is a known Straussian.

My guess would be that Thiel's edgy idea has to do with something like Charter Cities (often criticized as a form of colonialism/imperialism) or new country projects.

In a totally different direction, I've long wondered whether NASA might be suppressing promising designs for advanced propulsion systems fearing their potential for extremely risky weaponization.

I doubt Thiel is thinking of this in particular however.

EDIT: Since some people below seem confused, I'm not saying I think think it is likely that NASA is really suppressing anything, I'm just saying that I have wondered about it in the past.