I don't think he's a J. He's said that his favorite parts of his show are the interviews and anything involving improv -- the scripted stuff isn't as exciting for him. I think he's much more spontaneous than a planner.
Agree with a lot of what's been said, but I don't think INFP.
I've not been watching his show long (not that that's going to be very informative anyway, as there's a large team of writers) but based on interviews, background and his work schedule (which would kill an INFP in my opinion - constantly engaging with and leading various groups for the whole working day, including very high energy pre-show audience interaction), I'd be surprised if he weren't ENFP.
Why do people think he's introverted? If it's because of all the reading he used to do, I think that's quite normal for ENFPs, especially unhappy or socially isolated teenage ENFPs. Even some happy ones with plenty of friends read quite a lot of fiction, as I remember from school (assuming I'm right about what their type was...)
In fact, nevermind that, I don't think you even need to see him in a group. The way people talk in one-on-one situations can give them away as well. Pick any interview on Youtube, and he always seems to be thinking out loud, not considering it privately first. And more subjectively, am I the only one to just get much more of an ENFP vibe than an INFP one? Like here.