Yeah, I didn't see any attempt at "fooling" anyone into saying Cuba is a perfect, great utopia. I think maybe he was trying for the opposite actually, that Cuba isn't some abstract fictional place stuck in time but a real place with real people and could change for good or for bad. In the youtube special, and maybe in the show itself, I think he was saying it's not like Cuba has no contact with the outside world, just the United States, and thinking Cuba's stuck in time is maybe a bit of a shortsighted American thing. They have contact with Canadians, Latin Americans, Europeans. A lot of them know what a tablet is, like that girl that asked for his as a joke. You probably know all that, too, being the son of Cuban refugees. He also says in the interview that a lot of Cubans watch tv by having flashdrives or whatever of terabytes of data with shows and movies on it be sent to them.

I liked the cringey points, the bits where the people start off being skeptical about who or what this silly guy is and what he's doing. You do say they "don't laugh immediately" so I think you would agree it was funny that when they get what's happening, when they get the joke, they're as game for the laughs and being part of his improv as Conan is.

They apparently didn't set anything up for this, everyone's reactions were their own, but I think they all got that they might want to play characters against Conan's bit and a lot of it worked. Or at least, Conan got them to be unintentionally funny by being themselves.

Gretel played along, the Spanish tutor had her own funny parts like the bit with the freckle, the salsa band was funny, the cigar roller who was aghast in the teaser was shown to have gotten that he was joking as well, and that was funny. A lot of them try to look unimpressed at first like those dancers but they eventually started laughing as well.

A lot of them probably didn't get his humor, yeah, and they didn't show that footage, but the dancing footage apparently was at an actual dance club or something and not staged, and the reason they thought it was funny was that the people were all finding it completely unfunny since they take it so seriously.