From the essay “Why I Write Short Stories,” which is collected in the Library of America’s upcoming John Cheever: Collected Stories and Other Writings:

To publish a definitive collection of short stories in one’s late 60s seems to me, as an American writer, a traditional and a dignified occasion, eclipsed in no way by the fact that a great many of the stories in my current collection were written in my underwear.

Another selection from the essay:

A collection of short stories appears like a lemon in the current fiction list, which is indeed a garden of love, erotic horseplay and lewd and ancient family history; but so long as we are possessed by experience that is distinguished by its intensity and its episodic nature, we will have the short story in our literature, and without a literature we will, of course, perish.

May you be correct, Cheever. The rest of this very short essay can be found here.