The interview is longer, but if you start at around 3:20, the guest, Dua Lipa, asks the host, Stephen Colbert, a question like she is interviewing him rather than him interviewing her.
What I deeply admire about Colbert is his ability to articulate a deep answer on the spot. He even quotes literature on the topic. It is a beautiful picture of someone who has thought through their faith and knows they want it integrated in their life.