It was an interesting mix.

On the one hand Jon has had Mr. Weiner on as a guest on a number of occasions, and considers Mr. Weiner a friend. We get the impression that they have socialized outside of work. They are both Jewish Liberal New Yorkers (not that there is anything wrong with that), so they have a lot in common, run in the same circles etc.

On the other hand as a comedian, satirist and commentator, Jon couldn't help himself. He literally couldn't keep a straight face. It was the "What was he thinking?" aspect that made Jon cringe and laugh at the same time.