Perhaps there was no one else at Radio Live who could have asked that question with quite the same vowel-mangling panache.
As he told British tycoon Sir Richard Branson, who seemed a bit bemused to find himself being interviewed by a real Prime Minister, it was "a bit of a role reversal, I've gotta say".
DJ Key asked Branson about his dream of commercial space flights, and Branson quipped that he'd had an approach from the Opposition offering to pay for a one-way ticket for Key.
"If you ever get beaten in your day job I think you'll make a very good interviewer," Branson offered encouragingly.
Towards the end of his show, Key said hundreds of listeners had called in, and there'd been lots of tweets and texts, including one that said, "John Key, you're a bloody legend", and another saying he and Richie McCaw were "my two favourite men".
Then Breakfast TV refugee Paul Henry came on and ribbed him about New Zealand getting a credit rating downgrade because the rating agencies had heard that our PM was moonlighting and considering another career.
That led on to a cosy exchange that revealed that the controversial broadcaster loves Key "like a brother", at least according to Key, and that they're close enough to share in-jokes about TVNZ staff Henry doesn't like.
It was hardly gripping radio, but it was revealing in its own way.
It's not difficult to see why Radio Live would want the services of the country's most popular politician.
Even with its acquisition of the provocative Paul Henry, the station's audience for the spot Henry inhabits is less than half that of Newstalk ZB's.
But what was behind Key's largesse? Is Radio Live to be seen as a charity case worthy of prime ministerial attention at a time of credit downgrades and looming global financial disaster?
As the Key camp might well argue, he hardly needs the exposure. The polls have every other politician choking on his dust, which explains why his face seems to be on every National Party hoarding.
Well, he is the Nats' biggest asset, and selling assets is a key feature of National policy.
Key did tell Henry, "We'll do anything to make money and this is just another way we can contribute to the coffers."
But I'm assuming he wasn't serious, unless he meant to give the impression that Radio Live listeners are that stupid.
Key said after the show that Radio Live had prevented him from talking politics in order to comply with the law, but since politics is his job, it's hard to know when Key making an appearance in the media isn't inherently political.
Besides, not having to answer challenging questions, or any questions at all, while getting an hour's worth of friendly media exposure is every politician's idea of a dream ride.
The PM wasn't quite so forthcoming last week, when an obviously disturbed man tried to throw himself off the public gallery into the debating chamber of the House. Key's response was to tell Labour they should be ashamed, followed by a gesture that Labour MPs said was a throat-slitting action.
That drew outraged howls of "scumbag" from the opposition benches, after which Key rolled his eyes, and exited. It was left to his office to put a positive spin on his actions.
Labour has complained to both the Broadcasting Standards Authority and the Electoral Commission that Key's Radio Live appearance amounted to election programming and broke the rules around such broadcasts.
It has raised questions about the multi-million dollar "assistance" MediaWorks negotiated with the Government, allowing it to make a series of delayed payments for its radio frequencies rather than having to pay $43 million in one lump sum.
I tend to the view that this is more about RadioWorks being on particularly matey terms with National.
It may be hard to avoid the symbiotic nature of the relationship between the media and politicians, as former British Prime Minister Tony Blair argued when asked about his too close relationship with media mogul Rupert Murdoch in the wake of the phone hacking scandal this year.
We've become inured to lines being blurred in the media, between news and commentary, and news and entertainment. But we should all be alert to the dangers of blurring the line between politicians and the media.
