It's also pretty funny, but it's also weird.
I think it's just interesting watching PewDiePie (who I'm actually a fan of) playing in someone else's space. It's kinda clear he's a little uncomfortable while Conan is just being hilarious and sharp and his normal self. Really he's just completely overshadowed by Conan. Totally out of his element.
Regardless, this is a fun (if a little weird) watch.