The human-centric explainable artificial intelligence (HCXAI) community has raised the need for framing the explanation process as a conversation between human and machine. In this position paper, we establish desiderata for Mediators, text-based conversational agents which are capable of explaining the behavior of neural models interactively using natural language. From the perspective of natural language processing (NLP) research, we engineer a blueprint of such a Mediator for the task of sentiment analysis and assess how far along current research is on the path towards dialogue-based explanations.