I'm not a standup. I didn't start off as a writer, I learned to write through improvisation, and so that's the part of the show that can most surprise me. The written part of the show, I know I can get wrong. You can't really get the interview "wrong."
For me, improvisation is about working with a partner. That is much easier to do in the interview, because you have a sounding board.
If I'm doing a talk show or an interview, or pretty much anything where I can't control the context, I'm loath to do the character.