Savage had his radio show syndicated nationally be before Hannity went national (Hannity actually went national on either 9-10-014 or 9-11-01) so if people want to play the game of "you didn't invite me on your show" Hannity would win that grievance b/c Savage never invited Hannity on his show either.
Besides, think if it this way, Savage is a NYT bestseller in his own right. He probably doesn't need Hannity anyway.