I thought it was very rude of him to correct her too. Plus it stopped the conversation a bit which was really fascinating. I mean she was fascinating to listen to. So smart and articulate and a bit of a mystery since she has been out of the limelight (showbiz wise) for so long.
I know people like Colbert. It may almost be a compulsion with those people. They can't let one little slip or mistake go by without correcting them.