In the Hannity "interview", I could tell at least two things: a) Rudy was very happy that Hannity wasn't going to ask him any tough questions, and b) on immigration, Rudy is full of it and he knows it. His immigration spiel in the "interview" was the same we've heard time and again from Bush and the rest.
There was no need for Rudy to be "happy" at all. That wasn't an interview -- it was basically a Giuliani campaign ad in which Hannity played the role of a campaign prop.
Hannity had no intention of asking him any tough questions. In fact, the "interview" reached the point of being comical once Hannity started providing answers for Giuliani in the form of his "questions."