Brian was, as far as I know, the only reporter to confront Clinton after 9/11. Clinton was walking the streets of Manhattan, hugging women and biting his lip, when Kilmeade walked up to him and said, "Brian Kilmeade, Fox News. Do you feel reponsible for these attacks?"
He also was very good interviewing the troops in Kuwait, although I grant that wasn't difficult for him, since it was a bit like a pre-game show.
At any rate, whether he stays in sports or not (and he may LIKE sports), he has done three excellent bits of actual journalism.
WABC-TV in New York (owned and operated by the ABC/Disney network) transferred their sports anchor (Steve Bartelstein) to morning news anchor and apparently that worked for them. Of course, he wasn't really that good at sports reporting to begin with, and Brian Kilmeade is good at it. I think it works well with him just the way it is. He gets to have his cake (do sports) and eat it too (do on-set interviews).