"We started playing music to have fun," he says, "and I've always been determined to keep it that way."
He teases me with some "name-dropping memories" but tales of Jimi Hendrix, Janis Joplin and Bob Hope do not eventuate. Siegel's very best memory turns out to be "the feeling you get from playing music, an amazingly profound experience that tops everything".
He is also playful when I ask how the harmonica won over the saxophone as his instrument of choice.
"The saxophone didn't fit in my pocket," he quips, then admits he admires the way "all wind instruments connect to your voice and your body in a really direct way".
Siegel is no mean pianist, but you get the feeling ivories and strings cannot compete with those persuasive reeds. "With the piano you push a key and, eventually, if you're patient, a hammer comes up and hits the string. There's a little bit of disconnect there. With the harmonica, my original interest was Bob Dylan and the way he played it. But as soon as I picked up the instrument and made a sound, my neighbours, who were blues fans, brought over some Muddy Waters and Howling Wolf records. And so, I fell in love with the blues."
Siegel recalls his first gig in Chicago's Pepper's Lounge.
"Jim Schwall and I were the only two white folk for miles around, playing every Thursday from 9pm to 4am.
"Howling Wolf sat in on the first night, and then Little Walter," Siegel recalls. "Not many other young musicians learnt by having such masters alongside us. At the time I thought it was cool. Now it seems mind-blowing."
Siegel was introduced to Symphony Hall when one of his fans turned out to be conductor Seiji Ozawa.
"He asked me whether his band could jam with mine," Siegel laughs. "I asked him who his band was, and it turned out to be the Chicago Symphony."
Working with composer William Russo, Siegel and Ozawa created two major works, the 1968 Three Pieces for Blues Band and Symphony Orchestra and, a decade later, Street Music, which closes next week's APO concert. Siegel is emphatic they were not after "a blend" with either piece. "We didn't want a symphony orchestra backing a blues band, or a blues band playing classical music. The aim was to juxtapose our different music and maintain our individual character," he explains. "As I said to Seiji, let's start with Charles Ives' Music for Two Marching Bands and move on from there."
Here is a man who does not want music locked into neat little packages. As he says, "this art is so amazing, why split it up into separate genres?"
Whether it be blues, jazz or classical, ultimately music is sound. "It's just like gold. Gold is that amazing, beautiful sparkly thing that you can sculpt and make different things from, but, in the end, it's the gold that has the lustre."
What: Auckland Philharmonia Orchestra
Where and when: Auckland Town Hall, Thursday at 8pm
