Al commented on the subject and says the extent of his and Madonna’s personal contact was two minutes of conversation backstage at an awards show once. (It’s true that she suggested a parody, but it seems that must have been through intermediaries.)
In commenting on not getting permission from Madonna for the movie, it sounded to me like their legal counsel had specifically advised against talking to her (though he didn’t quite say this was the case), I suppose to maintain their ability to say something like “we had no reason to believe this would be objectionable” if it came to it.
– Weird Al fanboy