Koepka, who finished tied for 17th in the event and will lose his No. 1 ranking to Rory McIlroy next week, said he "won't do it.''
"To be honest with you, I don't know any other sport that does interviews in the middle of play,'' Koepka said Sunday at the European Tour event won by McDowell. "I know in football you're not doing it unless it's the Pro Bowl. Basketball, you're not doing it unless it's halftime. This is the only sport where you're talking to people while they are playing.
"I won't do it. I'm not interested in talking about what just happened or the difficulty of the holes ahead. I'm just focused on one shot at a time, where my ball's at. I understand why it might be beneficial to the fans, but I don't get it.''
Making matters worse for McDowell was the fact that after that warning, he was subject to a one-stroke penalty for the rest of the tournament if he exceeded the time limit for hitting a shot.
The European Tour later issued a statement saying that "in-course interviews are an important and integral part'' of their broadcasts, but going forward, it will not request players on the clock do them.
The group of McDowell, Phil Mickelson and Rafa Cabrera Bello were told they were out of position, meaning they were subject to a warning if they were deemed to have exceeded a time limit for playing a shot.
McDowell said the interview had "taken me out of my rhythm and concentration at the moment'' and that he deserved leniency.
The PGA Tour conducts in-round interviews only on an experimental and limited basis.
"I don't mind it. I somewhat enjoy it," Rahm said. "I do think it is good for the spectator to see what's going on in somebody's mind in tournaments. It might be a hard thing to start doing in majors because it's a little more intense. But in regular events, I don't mind it. I think it's a good thing for the viewer to see or hear what we deal with and what's in our mind.''