I've never thought of Rush as having an 'air of moral superiority'. I think he uses conservative ideas to talk about what is considered right and wrong. With Rush, it's not personal. He rarely talks about his personal life, except for his usual (and time-honored) jokes having to do wtih his talent on loan from God. That's his schtick and he's been doing it for YEARS.
I've always thought that those who think Rush claims moral superiority are the ones who are a little nervous about perhaps being inferior in that department? JMHO