What makes the bit effective is that the targets are active, and it is their behavior that creates both the shock and the laughs. The other three segments all involve people patiently tolerating someone they clearly believe is a crackpot while Cohen keeps the spotlight on himself. When that happens, the strength of the piece relies entirely on Cohen's own comedy. And that's generally not enough.
The first segment of the premiere is little more than Bernie Sanders, an elected official, doing what elected officials have been doing since the dawn of time — listening to people and dealing with them diplomatically even when they clearly don't know what they're talking about. Cohen's persona in the segment is a caricatured clueless yahoo named Billy Wayne Ruddick, Jr., PhD, who comes from an internet site called Truthbrary.org. (Like liiiiiibrarry. Get it?) Ruddick spouts ridiculous information he claims to have gotten from various unreliable sources while Sanders wonders when he can leave, and that's about all there is to it. Surely, Cohen knows that he is not the longtime senator's first weirdo. The weirdo truck, in fact, has probably been making stops in nearly every D.C. office for decades to drop its wares.
In the second segment, Cohen dons his NPR T-shirt (branding!) for essentially the same send-up of hippie liberals that people have been doing since hippie liberal clichés were invented. He plays a super-earnest, balding and ponytailed, middle-aged guy who greets you with "Namaste," then introduces himself by saying, "I'm a cisgender white heterosexual male. For which I apologize." (I'm sorry to say that these indeed are the jokes, folks.) He sits down for an elegant dinner at the home of a couple of well-off Trump voters to try to understand them. But here, Cohen isn't using the strategy he does in the gun segment. He's presenting himself as an interloper — as someone they would expect not to like.
Thus, they're fully on their guard, and as he presents more and more ridiculous stories of how his family makes their daughter pee standing up and "free bleed" on the American flag, all they do is sit there and try not to react. And nothing they do, really, is funny. Assuming they really buy that all this is real — which I am not sure they do — what they're experiencing a bunch of stereotypes being confirmed by a guy who's intentionally acting out stereotypes. There's not really any tension in the segment; it's just Cohen doing the same chanting/kale/tote bag business that has been done many, many, many times before.
The third segment is the one that's the most distasteful, and not because it's the one that relies on Cohen's well-established fondness for gross-outs. He plays a man recently released from a long prison stint who comes to an appointment at an art gallery to show his work. The woman, identified only as "Christy," goes from curious to mildly amused to having a severe case of "this is going to be a great story I can tell later" as Cohen's character explains how he learned in prison to make art from his own various bodily secretions.
What makes it distasteful isn't that part — that part is standard har-dee-har juvenile stuff, quite tame for Sacha Baron Cohen, actually. What's obnoxious is that the segment ends with what Cohen seems to think is an abject sexual humiliation — that he's gotten this woman to debase herself almost as much as he thinks Van Cleave did when he showed a preschooler how to shoot a gun with the head of a stuffed puppy on it. This humiliation is what he considers fitting punishment for, I guess, the fact that she was pretentious about art? That Christy seems utterly unperturbed by it, and that he's probably not by a longshot the most eccentric person who's ever tried to show art to her, barely matters.
It's worth noting that what Cohen is doing doesn't always work. Florida Rep. Matt Gaetz, for instance, looks to be onto Cohen's "terrorism expert" from the jump, asking whether the guy really thinks he's going to say on camera that he favors giving guns to three- and four-year-olds. But not all are so skeptical. Former Senator Trent Lott and others at least appear — and the role of editing and story control is always important to keep in mind — to sign on enthusiastically to at least a consideration of giving guns to, in Lott's words as he seemingly reads from a script, "highly trained preschoolers." It's Pratt who gets the most conventionally pranked, though, persuaded to recite a script that says Blink-182 is a pheromone and the rita ora is part of the liver.
That part's pretty funny.
(On a side note, it's a little surprising that anyone is fooled by some of these makeup jobs, to be honest, since some of them look like ads for a mail-order disguise company that's having a going-out-of-business sale where absolutely everything must go. It's hard not to suspect that up-close, they look worse, but saying so too emphatically would be tempting fate to reveal to me that the friendly woman whose dog I petted yesterday was, in fact, Sacha Baron Cohen.)