That "same thing" is interviewing people.
The only thing I object to is having to sit through twenty minutes or so of really lame comedy skits wasting time between the monologue and the first guest.
I think that's exactly the problem. Every late night talk show is set up the same way - 20 minutes of comedy skits followed by interviews. I think that format is getting old and has run it's course. Maybe these shows need to stick to only comedy or only interviews. Personally I find most interviews to be incredibly boring (i.e. "Tell us about your latest movie"...blah blah blah)