When I was applying for PhD programs, I got into my first choice school. Some time later, a school that was lower-ranked but still a good school offered me a Skype interview. Should I have declined the interview so they could give the spot to someone else? Or would that have been considered rude?
I think the only thing that would be considered rude would be to have the interview and not take it seriously. Declining the interview if you're not going to attend saves everyone time, and accepting the interview if you think you might attend is perfectly reasonable. It can even help you if the less preferred school offers you a better support package.
Given the recent mistaken admission of several grad students at CMU, I would interview. You should continue interviewing until you've accepted an offer, and have some confirmation from your chosen school.
Just to be safe, treat admission to a university like an employment opportunity. Until the ink is dry on your employment contract, you don't have a job. Same for admission - until you've accepted the admission, and received confirmation, keep interviewing at universities.