FT seems like the wrong place for an interview like this. Already 2 paragraphs in the author makes a cliched references the movie Wall Street and refers to Talking Heads "avant-garde pop".
But I will take any opportunity I can to read about David Byrne.
I'm glad you recommended this. It's Marc Maron's podcast, of course, which is generally recorded in his garage. He recently had the pleasure of an hourlong interview with Barack Obama (in his garage).
Recently he has also interviewed Kim Gordon (formerly of Sonic Youth, but also an artist), and Mike Watt (Minutemen, Firehose, etc.). The Watt interview, especially, was just great. Such an original character.
Byrne is a shy and understated person, so he's a difficult interview subject. They didn't exactly click, but it's well worth listening to just to see what Byrne is up to these days. They touch on his interest in American folk art and culture (e.g., True Stories, album covers by Harold Finster, and his song about flyover country), and connect it to some of Byrne's musical tastes, which is a connection I had not made.
I just want to say that Mike (Watt) is a great guy and has also hosted his own show, The Watt From Pedro Show (http://twfps.com/) for way longer than podcasts have been cool– 2001! He's a rambler, but it's far and away the best music mix, guests, etc. that I could hope for on a single show.
Two of my favorite movies are True Stories and Raising Arizona. Both are joyful, humane and wry looks at American culture, or at least how we idealize American culture.
Maron is a fine interviewer, but will digress into personal anecdotes too often for my liking -- something like "we met one time in the basement of this Milwaukee comedy club" and then go off on a tangent. It's not the worst thing but I really don't care for old war stories like that.