You may wonder why The Simpsons has never done an episode featuring Prince, because heck, every other music celebrity has done one. (One of my favorites is Sting in Radio Bart). Turns out, though, that in the 1990s the writers did write a draft for a Prince episode, but the singer turned it down.
In the episode, mental patient Leon Kompowsky returns — he had been featured in the Season 3 episode Stark Raving Dad starring Michael Jackson, in which he thought that he was the singer (1991). The Prince draft was rewritten by Conan O’Brien, but Prince didn’t want to do it — possibly because he thought he’d be playing second fiddle to Jackson.