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Robert Downey Jr., People's Choice Awards

Christopher Polk/Getty Images for The People's Choice Awards

Robert Downey Jr. is so not sorry for walking out of an interview with Krishnan Guru-Murthy last week.

Actually, "I just wish I'd left sooner," the Avengers: Age of Ultron star revealed on The Howard Stern Show on SiriusXM Tuesday.

The actor, 50, abruptly walked away when the Channel 4 reporter asked him about "the dark periods you went to...taking drugs and drinking and all of that." As he explained to Stern, "I'm one of those guys who I'm always assuming the social decorum is in play, and that we're promoting a superhero movie, a lot of kids are going to see it, and that just has nothing to do with your creepy dark agenda."

Guru-Muthy, for what it's worth, stood by his line of questioning. As he put it in an op-ed for the U.K.'s Guardian, "I want something serious and illuminating, they [the interviewees] just want publicity."

Downey didn't like the the dark turn the interview took, though, and explained to Stern he hated "feeling all of the sudden ashamed and obligated to accommodate your weirdo s--t." He also pretended to address Guru-Murthy, saying, "You know what? You are a bottom-feeding muckraker."  

Stern pointed out that asking the now-sober star about a touchy topic in his past seemed unnecessary. "It's not like you're running for president," quipped the shock jock.

As Downey noted, though, "the assumption is that there's a button that because you've sat down [for an interview] there you're going to be scrutinized like you're a kiddy fiddler who's running for mayor."

He's got a game plan for next time though! "What I have to do in the future is give myself permission to say, 'That is more than likely a syphilitic parasite and i need to distance myself from this clown,'" he joked. "Otherwise i'm probably gonna put hands on this clown and then there's a real story!"

Tell us how you really feel, Downey! Of course, Iron Man didn't just talk to Stern about that interview — he also talked about pulling out of Gravity (George Clooney ended up playing the role) after shooting a 20-minute test scene in a space simulator and being completely uncomfortable. "You've got to have boundaries," he explained. "You've got to leave before you flip out!"

He has nothing but love for the film, though, and when Stern asked if he had any regrets about not being a part of it, he didn't seem to.  "Any of us can have anything," he said sagely, "but we can't have everything!"

Another topic Downey touched on with Stern? HIs friendly relationship with ex-girlfriend Sarah Jessica Parker! Both stars are now happily married, but they recently caught up.

Downey had only the kindest things to say about Matthew Broderick's wife, too, calling her "this fully mature mother and woman and artist and human being." As he told Stern, he's glad "there's enough good will left over" that he and Parker were able to catch up like old friends.

Iron Man: Age of Ultron hits theaters Friday.