He's not.
The person representing the entrepreneur in this parable is the show host, or the audience. The comedian is playing the role of the potential customer.
The lesson is to listen to the customer, because sometimes there's a huge payoff that can't be obtained in any other way.
That's the lesson I took away from this - anything else doesn't seem to make sense, but if you have a different opinion, I'm listening.
Edit - so I took away a completely different lesson.