You're citing an interview with Coolio, which doesn't reflect Weird Al's experience. I don't have a citation on hand, but the story I've always read is Weird Al

You're citing an interview with Coolio, which doesn't reflect Weird Al's experience. I don't have a citation on hand, but the story I've always read is Weird Al asked Coolio's label, got a "yes" back, and believed that the label had asked Coolio. Ever since then he made sure to get the answer directly from the artist in question.