This kind of interview seems like a great idea. Information density is way higher than in a standard one.
I say this because the only reason this article exists is due to Thiel's support of the Trump administration, and thus his association with it's controversial (the wall, deporting muslims, etc) policies and Trump's controversial public statements and persona.
I would have preferred to see substantive questions addressing this stuff posed. Maureen Dowd was interviewing one of the most powerful people in the country.
Instead, we get information, but the value of that information is questionable.
I read the interview as "normalizing" Thiel - like, "Hey, this guy likes stuff to!"
Nothing inherently wrong with that but the Fourth Estate needs to do more.