For persons of sound mind, the standard response to any given episode of Nathan for You, the mid-2010s Comedy Central series that dispatched creator Nathan Fielder to give disastrous advice to struggling small business owners, is something along the lines of: What is this guy’s deal? In between awkward conversations and viral stunts, viewers could often glimpse Fielder wrestling with the same question. His follow-up series The Rehearsal is, among other things, an attempt to answer it.

What has made Fielder such an enigma, for fans as well as for the unwitting subjects of his docu-comedy, is the unlikely combination of his soft-spoken, preternaturally calm affect and the psychological pressure he’s nonetheless able to exert on people who are n…