And you've hit the nail right on the head. Penn makes no bones about his being a hard core Libertarian. The problem is that some "conservatives" see one of two of their "Bull$**t" shows, and they think that P&T are conservative, until they do another show, or something in their act, that shocks the conservatives to their core.
Mark
It's called the "South Park" effect.
And it is hilarious to watch (speaking as a libertarian skeptic bystander)
They well-illustrate the differences between conservatives and libertarians.
Or sometimes they can be flat out wrong. One of their segments dealt with gay couples adopting/having kids and the results of it. They denied that any psychological harm would come to the kids. Part of Penn and Teller's proof was some left wing activist in San Francisco who cited a study claiming that no harm came to the children. They did not specify what this study was, what it was named, who authored it, what was in it, etc. They just let it stand that this person from san francisco claimed that an anoynmous study showed what they wanted us to hear. No mention of other studies that show the exact opposite.