Whatever McCarthy's motivation for agreeing to be on the show, it isn't money, say longtime observers of McCarthy's work. He turns down speeches, awards, teaching gigs and other familiar trappings of the contemporary writer's life, preferring to live in the desert Southwest and do his work. Like literary recluses such as J.D. Salinger and Thomas Pynchon, McCarthy is more familiar through his absence than his presence.
Read the whole article here.
I also found this longer, more definitive profile of McCarthy from when he gave a rare interview to the New York Times in 1992. You can find it via the previous link or on the NYT's Cormac McCarthy page here.