Clearly it's possible for the Swedish prosecutor to find a means to interview him in the embassy. They could use the telephone. They could use a videoconferencing system. They could get on a plane.
Why should they?
They have a valid arrest warrant for a fugitive. Their usual process is for the fugitive to be brought to a convenient location in Sweden for questioning. Why does this fugitive have the right to insist a public servant comes to see them? (Assange's fears about extradition to the US aren't relevant to the Swedish prosecutor if they aren't intending to do that).
If I were a prosecutor dealing with a busy case load I might well do the same: especially when I can leave the whole mess for the UK to deal with!