I know it's moot now, but doesn't Feud get all of its episodes in the can over the course of a summer? By the time he starts taping his talk show, he could possibly be done with half a season at least.
Besides, Feud is enjoying a huge surge of popularity, mostly thanks to Steve. I doubt he'd walk away from that just to do a talk show.
Again, it's all moot now, but still...