When I was a kid, I remember hearing about Weird Al's practice of always seeking permission from the artists he parodied and assuming it was just to avoid any legal unpleasantness later (even if any such case would be thrown out). It wasn't until later that I understood the motivation to truly have everyone in on the joke together, which this profile describes wonderfully.
The fact he asks shows that he respects other artists and respects their feelings. Not everyone is happy about being parodied, especially if their work holds very personal sentimental meaning for them.