She's already admitted she was high during the interview.
It was inspirational!
High on what?
Madonna isn't funny (well, not intentionally) and usually that isn't a problem because she doesn't need to be. But when she goes on a talk show, she gets insecure about it and overcompensates. Add to that the ever-present chip on her shoulder, and she starts to make wild errors in judgement about what is funny. She can't read the crowd. For example, she thinks the audience in this clip will be on HER side and not Dave's. That adds to her problems.
 I couldn't have put it better, When she TRIES to be funny, she is awful. Overcompensation.
Cher has always been like that with Dave too. She is clearly scared to death so she thinks throwing a word out asap which will have to bleeped is edgy. It's not. She just looks desperate.
Much like with her music career, when she doesn't try so hard in interviews, she comes across better.
It's tough for me to understand American humor. Because I'm, y'know, BRITISH.
R6 nailed it. She's so anti-social and unfriendly and tries waaaaay to hard. She doesn't know how to connect with people.
The only time she's ever seemed somewhat nice was during the Ray of Light era. I remember her interviews during that time she actually seemed somewhat friendly and laid back. That sure didn't last long. It was probably just an act to go along with the "spiritual" theme of the album.
Maybe if she got out of her ivory tower every now and then, she might learn how to interact with everyday people.