Without charges (i.e. being placed under arrest) he has every right to freedom of movement. Ergo he can answer (or not answer) questions wherever he damn well pleases. If that's so inconvenient for law enforcement, charge the fucker and arrest him.
I don't understand why it's gotten to this point- you charge and arrest him ... or GTFO.
Had he remained under arrest, how could he have sought asylum with some other embassy?
"Mr. Copper, I've decided to seek asylum with the Ecuadorian embassy..." "Well, Mr. Assange, I sure hate to see you go but I guess I'll drive you there myself."