It is the primary source; he made the claim while interviewed by Hannity.

Fox News actually reports news from the news wires and the local Fox new station affiliates. I think that gives Fox News a bit more credibility than HuffPo, which sometimes reads like Gawker.

Though they are still both very partisan.

Then why not link to the news wires directly?

Jeez! Click the link before criticizing it. It's a primary source, an interview with Assange. It's not a wire reprint.

Because Assange made the claims on Fox News. This is the source.

Because the interview in question was conducted by Fox News.

and Fox News wouldn't run the interview if they didn't like the results, so in that sense they are biased, just like NPR,PBS,CNN,MSNBC and everybody else.

You always have to take bias in context. If the source is claiming that someone said something to them in an interview and the person agrees, then bias is irrelevant.