Conan O’Brien earned a BA in History from Harvard in 1985 and remains a history buff today. You can see it in the books he frequently reviews for Serious Jibber Jabber and in many comedy bits. He knows full well there have been many divisive elections in our nation's past with more acrimony between sides than could ever burn in the harts of Donald Trump and Hillary Clinton supporters. I guarantee he was an adamant Clinton supporter himself disappointed by the election results, but handling defeat maturely.
All that makes this comedy bit poking fun at progressives who cannot handle the trump victory that much funnier. Nevertheless, a trigger warning is probably in order for the satirically impaired, especially if your emotions are still running high from Tuesday.