Interesting. I don't see much in the way of arrogance when I watch these. What you call "deadpan delivery and lack of personality" I attribute to his being Russian, and just having a somewhat stereotypically Russian style of delivery.
I have a close friend who is Russian, and I've found that, at least in his case, there definitely is a sense of humor there, despite the stereotypes. I just find his Russian humor to be very subtle and even after all these years I don't always pick up on when he's joking and when he isn't. From watching your interviews, I get a very similar vibe. I suspect you have a fine sense of humor, but that not all Americans will appreciate or recognize it easily.