I enjoy it when they are "fooling around". In fact, the personality is what brings me back to the show again and again. Honestly, if the Tip of the Week intro doesn't make you crack a smile then you might be the "biggest bore".
As an added bonus, this show has helped me solve real-world issues with Windows Azure (MVC3, hosting multiple websites from a single role, etc). So for me it's far from useless.
Regardless, there are countless other resources for learning Azure beyond Cloud Cover. You don't have to watch them clown around if you don't want to, but don't mess it up for me.