I think you misread the question. It said "should", not "must". It was asking "should they be given a chance to defend themselves, not should it be required by law.
Then I revise my response to simply, "I see no reason why they would". I would not expect a chance to "defend myself" if someone cancelled a speaking engagement to which I was a guest. Unless someone has signed a contract, invitations are gifts, not rights. And if there is, I've never seen a contract that required the host not to cancel, only occasionally to compensate monetarily if they do.
I think it would be polite of the host to communicate with me as to
why they are cancelling my event (which they did in this case) and I think it is fine that Mr Dawkins wrote a letter back, too - why shouldn't he? But no one's rights, moral, legal, or otherwise, have been violated here, nor are they morally required to conduct some kind of investigation.
An investigation that would be very short in any case, and which they may indeed have conducted. That "Islam is the most evil religion" quote was in the papers just one month ago, it isn't hard to uncover.