They have 90 little stores in Kalifornicator and re-sell name brand mattresses.
It's a local, not national, sponsor, and Rush didn't know he had them, and won't know they left.
If a national sponsor cancelled because of this crap, the blow back would hurt them, not Rush.
Agreed, plus Rush has many potential new advertisers just waiting for a spot to open up.
Having 20-25 million listeners is a pretty powerful position to be in.