It's really nice to see them interacting with each other as friends

It was a little weird watching them, maybe a tiny bit shamefully voyeuristic. Most people only know them from their film and less their television work (a lucky few might have seen them on stage), with mostly ardent admirers following press tours, advertising and tabloid stuff. Maybe you get accustomed to seeing them in character, or gently flogging their current projects in media, but almost never just being themselves. It was almost a little jarring.

It seemed like they had some talking points, but were free to express themselves otherwise. If it was scripted it was impressive. They didn't sound in character, which is an indication of their skill. Both have wonderfully expressive natural voices. It was funny hearing his broad northern accent and her excited Australian one. You got to see them almost interrupting each other, changing the subject (this seemed a little clumsy at times as though they had things to cover), finishing each others thoughts, casually interjecting, self deprecating, complimenting, politely gushing, irregular pronunciation, briefly talking at the same time, filler, going on digressions, the odd dead end or non sequitur. That's not to say it was chaotic, the conversation seemed fairly balanced for the most part, with a good rhythm (maybe that was the editing).

You also got the some of the pragmatics of speech that are almost entirely absent from polished professional performances. Them paying close attention, all the body language, micro expressions reacting to each other, their mirrored posture (maybe directed), small gestures, what they're passionate about, maybe a little bit of usually restrained self consciousness or awareness of the camera and set, all the stuttering fits and starts in natural dialogue and setting that a script and direction can't entirely encompass, all minor facets revealing personality.

There was some subtext too when they mentioned the lesbianism in Carol, and the comparison with Gena Rowlands. Their views on acting on film and stage, method, emotion, direction, the audience and their careers were very interesting(maybe cut too short), but seemed personal as though they were only feeling out each others opinions and didn't want to reveal too much (show their homework) and avoided disagreements. They were both coiffured impeccably. There was some lovely humor it seemed a privilege to be allowed to witness.

I mean, they are Gandalf and Galadriel after all

You're probably being sarcastic or joking, but it felt like they were pandering a little there. He's also played many other more serious roles, similarly her, and it would shocking if for actors of their renown, being continually publicly recognized as an iconic character in public isn't a large part of the cost of fame. It would be nice to be able to tell how genuine it all was.