I just don't see it as a big deal.
It's a big deal in the fact he was railing against everyone coming after Cohen and the President and witch hunt this and deep state that while he was a client of one of the people he was vigorously defending on the air while failing to disclose it.
There's a conflict of interest/integrity issue involved with this. The truly partisan viewers of Fox won't care one whit that Sean didn't reveal his relationship with Cohen while railing against Mueller et al every night on the air.
But there is something there that should bother some people.