This is from Louis's "Wierd Weekend" series. It's quite old now, Kenny Kassel is in this clip, and he died a few years back. Louis intended his series to investigate many "underworld" cultures and bring them out to inform the audience. He adopted the same stance throughout the series, so his negative view of the FBB world, was not saved just for the FBB programme. Here is his view of the series objectives.
Louis Theroux's Weird Weekends
Main article: Louis Theroux's Weird Weekends
In Weird Weekends (1998–2000), Theroux followed marginal, mostly American subcultures like survivalists, Black nationalists, White supremacists and porn stars, often by living among or close to the people involved. Often, his documentary method subtly exposed the contradictions or farcical elements of some seriously-held beliefs. Theroux himself describes the aim of the series as
“ Setting out to discover the genuinely odd in the most ordinary setting. To me, it's almost a privilege to be welcomed into these communities and to shine a light on them and, maybe, through my enthusiasm, to get people to reveal more of themselves than they may have intended. The show is laughing at me, adrift in their world, as much as at them. I don't have to play up that stuff. I'm not a matinee idol disguised as a nerd. "
So, you are right to think he felt out of place in the FBB world, and other programmes he did (one was amongst extreemist view whites in South Africa) he behaved in exactly the same way, and asked the same sort of naive questions!