Bishops and priests should not be afraid to have themselves recorded.
The world and faithful NEED transparency.
That said, maybe Bp. Zendejas doesn't want it because of what happened to Bp. W regarding the h0Ɩ0cαųst? Just thinking out loud...
When did Bp. Z start asking not to be recorded? Did he used to allow recordings?
I have told this story before, but it is a direct answer to your question:
The first time Fr. Zendejas came to Minnesota for Mass was in February 2015.
My house was the Mass venue.
I invited some of the local Pfeifferites, but when they reported it back to Fr. Pfeiffer, the latter sent Fr. Hewko (good cop) up here a few days later (i.e., on the scheduled day of the Mass at my house), who "conveniently" scheduled Masses at the two Pfeifferite chapels immediately before and after our scheduled Mass time.
In other words, those who had planned on attending were now put in the position of having to omit attending Fr. Hewko's Mass (which would allow Fr. Pfeiffer to say, "Well it looks like you don't need me in Minnesota..."), so they all went.
But about the time our Mass had ended, there was knocking on the door, and when I answered, it was 3-4 men from the Pfeiffer chapel.
I invited them in.
As soon as they were introduced to Fr. Zendejas, one of them pulled out a tape recorder with one hand, and a pre-printed questionaire in the other (the handiwork of Fr. Hewko; this questionaire was later published on Cor Mariae and other Pfeifferian sites).
Fr. Zendejas immediately replied "no recorder."
The Pfeifferians complied, but continued with their questions.
A few minutes into it, we were all in a huge argument.
It was pretty obvious that they wanted to record the conversation in order to pick it apart, and use it in the war against +BW (i.e., the November/2014 defection of the New Jersey and Connecticut chapels was fresh in the background, and the war was in full swing).
Someone might ask themselves, "Well, why should Fr. Zendejas have had to worry about his sermons being picked apart, if all his answers would have been traditional in the line of Lefebvre?"
If Fr. Zendejas had been a native English speaker, I myself might have agreed with that question.
But he is not, and anyone who has conversed with him knows his English is poor.
When I speak with him on the phone, I only get about 75% of what he is saying (and I talk to him frequently, and am used to his accent).
Around the same time, there was a Blue Paper article the bishop had written, which received a particularly diligent parsing by The Recusant and other Pfeifferites. Fr. Zendejas had made some statement about the post-conciliar reforms, which the Pfeifferites had rended into "the problems are not with the Council itself, but only with the post-conciliar reforms."
I think these two events were not too far apart from each other in time, and it was then that Fr. Zendejas decided, "OK, my English is not good enough to write or speak, without making inadvertent mistakes; better I don't do this anymore."
On the other hand, I noticed Bishop Zendejas recently published a sermon he gave last month in Avrille. Maybe now that his enemies have largely dissolved into home-alone, Moranists and Hewkonians, he is willing to risk speaking publicly again (i.e., there really isn't much opposition to him left in the wake of the Boston meltdown).
In any case, this is my best guess as to why he has been reticent until now to say or write much publicly.