He has always done interviews at HIS choice.
Rush could be on TV every week if he wanted, but he did his TV show for a while and stopped, because he just likes radio better.
No, the problem was that early in his career, he gave interviews and the interviewee didn't give a damn about his point of view and went ahead and took what he said out of context anyway. This happened to him a lot.
So Rush said, the Hell with it, any reporter can read my website and get the truth and I won't have to bother sitting down with some lib reporter who's going to smear me anyway.