According to Yahoo Movie News
, Cohen, holding an interview as himself, told Britain's Daily Telegraph newspaper he found it painful to abandon his Borat character and Ali G, his other alter ego, since he felt both had become too familiar to the public.
Cohen created these characters for "improvised social satire, in which people he interacted with in interviews or casual encounters became his unsuspecting comic foils." Cohen has performed as these characters so often that he had a strong passion for these persona and has felt the pain of letting them go. His previous Borat film had created mass appeal for Cohen and his characters as it was a box office hit.
As for doing interviews, Cohen has become so use to portraying his characters he would usually conduct interviews as those characters.
I think it can get a little (bit) tiresome if you're having to be the real person and talking about how important and interesting the role was,