"Interviews are usually a follow-up, like a press junket or a publicity junket, or something like that, and I'm not doing any of that right now. I don't have any axes to grind"

In this quote, Michael Nesmith is describing interviews as a form of promotion for a project or event. He is saying that he is not presently doing any interviews for any particular job or occasion, and that he does not have any particular program or message he is attempting to promote. He is implying that he is not currently doing any interviews for the function of promoting something, and that he does not have any particular viewpoint or message he is trying to get across. This could be interpreted as him not wishing to be associated with any particular project or event, or it might be interpreted as him not wishing to be connected with any specific viewpoint or message. In either case, it is clear that he is not presently doing any interviews for the purpose of promoting something.