I haven't seen the skit, but Colbert has a certian comedic style like none other. If you understand the comedy, then it's funny... at the surface level it's horrific. He is absolute best at making people feel uncomfortable.
I've seen his show a few times and he'll go out and visit local district leaders. Whatever side the interviewee is on, he will do what he can to make them uncomfortable.
For example, he interviewed one politician who was extrememly anti war. He asked the question, "Iraq, a great war? or the greatest war?"
She kinda stumbled around and then he said, "I'll put you down for 'great war'..." She was extremely uncomfortable, but it was hilarious.
One of my good friends has this ability, so I guess that's why I find it funny - I'm used to it.
I saw it, and the only person made to feel uncomfortable by his performance was himself. He bombed badly.
In some circles that would be deemed quite unhealthy. There is a name for people who routinely invade other people's personal physical, and mental, space.
I think my favorite line from Colbert inverviewed a congressperson from Ohio.
" Two very famous astronauts came from Ohio Congressman. What is it about Ohio that causes people to want to flee the Earth?
Ummmm did Colbert steal Ali G's act or was it the other way around?