Edna tells Columbo something about Rudy wanting his paintings to be appreciated by “the people”. Edna would be a better caretaker of the paintings while Dale would be more selfish. But I’m not sure what motivated Rudy to this conclusion. Did Rudy have a change of his own attitude regarding how the paintings should be appreciated or did Dale do/say something that caused concern for Rudy? I don’t think the episode clarifies this.
Indeed, it doesn't, I watched it again recently, it could've gone either of the 2 ways you mentioned, to me it's very strange that he changed his mind just 10 days before being killed, so perhaps it was indeed to do with dale, a shame that there wasn't a further clarification in the movie about this.