"No, that's Penn Jillette's kid ... that moron!"
By now, everyone knows that having Billy Eichner yell at you is just the best, including David Letterman. When he had the comedian and "Billy On The Street" host at his desk, the "Late Show" host got right to the point and told Eichner, "Let's play a game and you scream at me and stuff."
But even after the game, "Celebrity Child Or Kentucky Derby Winner," was over, Dave wanted more. Apparently, he just really enjoys being yelled at. So there's that.