I knew him —or at least knew of him—before he was somebody, and you are right. He is a liberal at heart, he’s no Catholic — all you have to do is rent one of his old videos from back in the 80s. The Fox News thing is a gig, like any other gig. Why should anyone be shocked? Other than Victoria Jackson, did SNL ever span a true conservative?
I don't know what his politics are, but SNL alum David Spade donated $100K to buy AR-15 rifles for his hometown police dept in Phoenix Arizona. Heard Spade also donated $100K to buy 3,000 special designed helmets for U.S. troops.
Btw, who's Victoria Jackson? I stopped watching SNL around 1985.