They've asked to, multiple times. The Ecuadorian embassy won't let them.

"Last month, Ecuador’s prosecutor-general rejected a previous request from the Swedish prosecutor to question Assange in London. That office, in a letter to Swedish authorities, said it will interview Assange and asked for a list of questions the Swedish prosecutor wants the Ecuadorian prosecutor to ask the Wikileaks founder."

(http://www.theatlantic.com/international/archive/2016/02/swe...)