Arsenio is trying so hard to make it funny by laughing. He almost seems panicked. It was hard to take--genuine embarrassment humor, only two-sided?--so I quit. But it happened, and it was awkward, so... guess that's a 5.
It's hard to imagine anything that could make one more self conscious than to have a professional comedian exaggerating and throwing your mannerisms back in your face for laughs from a studio audience. He looks about ready to jump out of his skin!