Some of these are two comedians working off each other. A couple of the talk-show host bits are Burr being generally pissed off with the empty suit hosts. Conan is one that absolutely gets Burr and he always has him in fits, as you can see in the clip. There's no animosity there at all.

I always love the one where he's talking about the "superbowl for whores" and she's trying to get him to identify cereal logos lol.