Given how adventurous and prolific Steven Soderbergh ’s filmography is, it’s a bit of a shock to realize that his new feature — his second this year, after the dark comedy The Christophers — marks only his third time at the helm of a documentary (after two projects focused on Spalding Gray). He took on a particular challenge with this nonfiction outing: Its primary source material, the 1980 conversation that defines and drives the project, has no visual component. How do you turn a radio conversation into a movie? Soderbergh has found a way, and while some viewers might grow restless at the lack of “action,” the notable achievement of John Lennon : The Last Interview is its immediacy. Bolstered by an engaging profusion of archival photographs and clips (and separately, a touch of AI imagery — more on that later), voices captured half a century ago draw you close. John Lennon: The Last Interview The Bottom Line Tuned in and full of life.…