Rush Limbaugh is a representative of the news and media community. While he reports, heavily, on political matters, there is no reason for his bust to be located in the Capitol of Missouri. The bust would be better served if it were located in a museum of history or art.
When states creates any type of program that recognizes its groups or citizens, it must accept that some choices will be controversial. Rush Limbaugh has become a famous figure by being controversial and this fame is what brought the recognition from the state. He may be the selection that created the most opposition, but there is probably no selection that would have the support of every citizen.