That is just not going to happen. Rush is a goldmine to hundreds of large to small radio stations for which he gins up millions of dollars of advertising dollars.
Besides, his audience is in the order of 20 million. If he went on to, say, XM Radio, that potential (and I emphasize "potential") audience would be half that.
I have two XM units, and listen hours each day....although, I could probably get the Inno and drop one subscription.