It was upsetting to people because they knew this was part of the presidential candidate ritual -- doing the talk show rounds, letting the host get in some incredibly gentle barbs, being treated like any other celebrity with a project to plug. This part of the political game plan goes back to 1992, when Bill Clinton did a saxophone solo on The Arsenio Hall Show.
If you weren't around in the early '90s, it's easy to miss the significance of this. Arsenio was considered the cool, edgy host for a hipper and younger audience. It'd be kind of like if Pete Buttigieg showed up on somebody's Fortnite stream, then played the game and held his own. At the time, Clinton didn't have the built-in support of incumbent President Bush, and didn't have the clown show appeal of high-pitched billionaire cowboy hat Ross Perot. It took his PR manager Mandy Grunwald to get him on the show and send him rocketing up the polls.
The sax solo uprooted the Gennifer Flowers story, exploded the draft dodger angle, and got Clinton the humanizing headlines he'd needed. It wasn't the first time a presidential hopeful did something like this. Richard Nixon and his inability to say "Sock it to me!" without sounding like a cartoon dog on Laugh-In in 1968 comes to mind. But Clinton made this a standard part of the playbook.
In 2000, Bush Jr. hit The Late Show With David Letterman, Arnold Schwarzenegger announced his 2003 run for governor on The Tonight Show, and during his 2008 run, Obama was a regular on The Daily Show. Meanwhile, Mitt Romney was trying to reach that 47% by slow-jamming the news with Jimmy Fallon (who seems to have a real knack for pickin' 'em). Trump even hosted SNL -- a decision that surely no one involved regrets at all.