You can have different types of interview, they don't all have to be permissive or challenging. If someone said "I want to shoot all dogs and make the poor eat their babies" during a podcast interview what good is it going to do for the interviewer to challenge that? The interviewee has already declared something horrendous, telling them they're beyond the pale on the spot is unlikely to change anything. Asking them why would be much more valuable since they could expose more of their deranged fantasies (at least in this scenario) which would subject them to even more revulsion and scrutiny by listeners. If you watch police interrogations this is often the tactic used even in the most horrendous crimes. They aren't confrontational, they don't denounce, they often don't even challenge inconsistencies at first. They let people speak and encourage them to say more or go over something they talked about previously in more detail. It appears almost friendly or compassionate to a casual observer but they're really just giving the subject more rope to hang themselves with.
If you publish a podcast where your guest encourages heinous behaviour without you challenging - that's a you problem.
Saying "Well, our listeners can decide for themselves" is a cowardly cop-out.
You might not be able to change the interviewee's mind but you can sure as hell send social signals to your audience that you condemn their views or think they're ludicrous.
Case in point - why are you trying to change my mind here? You're pushing back because you want to signal to others that my point of view is incorrect. That sort of basic interrogation seems completely missing in (especially American) media.