I agree with you. Megyn herself is more Left than she is Right, but she gets a very nice check to deliver an equal opportunity cross examination to Republicans and Democrats.
Megyn could and would work anywhere, because she is NO conservative and because she can argue any side, anytime, rather convincingly. FOX just found her first.
She appears on FOX to have turned a little right, over time, only because that is the niche for FOX— to at least give Republicans a hearing. That’s their brand, as they say, and offering a hearing for Republicans is their bread and butter. Megyn is simply cooperating with the brand who hired her.
Fox used to say “We report. You decide.” Now it’s “We report AND tell you what we think.”