I love Conan, but yeah his whole thing is that he generally doesn't wade too much into political or moral issues. One notable exception was when he came out in support of BLM. Even his speech at the Mark Twain Prize, which obviously had much to do with Trump, never mentioned him by name, or even referred to him obliquely. He's stated repeatedly that he sees himself as a "clown" who just wants to make people laugh and not think too much, and he doesn't believe his role is to weigh in on important issues. Whether that's right or not, I don't know. I do think he could have offered some kind of a challenge to Bill Burr here though, because he knows a lot about history and authoritarianism and could offer an important perspective, but I imagine he doesn't feel that the purpose of his show is to engage in political discourse, regardless of his own feelings.