He doesn't have to, parody is inherently transformative under copyright, but he's a decent guy, and he's kept a song or two in the crate because the original artist didn't want a parody released.

I support that, and I also support not caring, as a matter of principle. It's supererogatory; it shows that Weird Al is a good person, but not that someone who releases a parody without asking first is a bad person.