Yes, I would.
The real power of the judiciary is our society's willingness to defer to it when disputes arise. Although Supreme Court justices have political ties, it has always been the case that it is expressed as a philosophy, be it conservative or progressive, not Republican or Democrat.
A justice might be rightly assumed to have a philosophy that results in more decisions one way or the other, but not based in partisanship. That destroys the claim to objectivity.
To go on a tv channel with a partisan agenda, be it Fox or MSNBC, just kills that. From now on, whenever he decides a case, it can be pointed out that he's a political party hack. Not grounded in philosophy, but an operative.
This was an enormous mistake.