Its fine for him to have concerns.
The other week Levin was saying how he got lots of hate emails calling him a sellout for agreeing to have Paul Ryan on his show again.
Maybe that's it. Walker goes on Rush's show but not Levin's.
So thats part of why he gets praised by one and not the other.
Ann Coulter doesn't "trust" Walker on immigration, either. There's a thread here with her latest column where she's pimping the consistent, reliable anti-amnesty candidate... Mitt Romney:
http://www.freerepublic.com/focus/f-news/3254180/posts
Unfortunately for Ann, the argument doesn't seem to be going well with rank-and-file conservative voters.
I still maintain that the "Ann Coulter is an infalliable godness and anyone who disagrees with her hates America" stuff started to fade around the time that the "Mark Levin is an infalliable god and anyone who disagrees with him hates America" stuff began to rise.
There's likely a correlation between the two. Sheeple need some cult of personality to tell them what to think about a candidate.