This happens in every single Colbert interview that I've watched. At this point, as the interviewee, you're effectively signing up for it and if you're taken by surprise then you're silly for not having done your research.

Don't get me wrong - I agree with you. But this is not a special case and in general I feel the same way everytime someone gets interviewed by him. But then I stop feeling bad because I know that they knew what they were getting themselves into :)