On his "Clubland Q&A" podcast from 3/11/21 he stated he had no interest in being a "guest host for a host who would never be returning".
He said that he became a guest host owing to his personal friendship with Rush and wasn't interested in being under contract with any media company or hosting a scheduled program of hs own.
You can hear/download the episode at Steyn Online
The salient bit begins at 37:15.