You must have hated Howard Cosell. Sandy is Cosell-Lite, radio-version, without the self-aggrandizing.
And I don't think he's self absorbed so much as he is merely enmeshed with his solo format. You can't talk for three hours, by yourself, for decades without being somewhat entertained by the sound of your own voice. Sandy does have a tendency (it has lessened over time) of deciding that a caller has no point and cuts him off, then has a one-sided argument about the issue. The people calling in know this. But Sandy also stops and recognizes callers who have salient points to discuss.
For anyone who doesn't like Sandy, the alternative is your everyday D-Mac, and there are a million of him out there. And a D-Mac will replace Sandy when he retires because that's all that this sports media culture/business can produce anymore.