He was indeed questioned at the Ecuadorian Embassy [1]. And before that, for years, Assange gave them that offer, but they refused time and time again (until they relentlessly accepted) [2].

[1] http://www.reuters.com/article/us-ecuador-sweden-assange-idU...

[2] "He has offered to be questioned inside the embassy but the Swedish prosecutors only recently agreed." http://www.telegraph.co.uk/news/2016/08/11/ecuador-to-let-sw...