What do you mean for some reason? She was clearly uncomfortable in that skirt. Also not the first time she's done it. I think her team needs to do better job at picking things for her.
She was also pulling down her skirt when she was at Colbert.
It could also be the anxiety that's bothering her, so she's doing it as a nervous tic. She's suffering from anxiety and panic attacks, so it may be the reason why she's uncomfortable sometimes.
Also, the interview was funny. I don't understand the Fallon hate. He does his best to make his guests feel safe, and I don't think he fake laughs. If you ever watched him on SNL, he was breaking character all the time, laughing when he shouldn't. Fallon is basically a golden retriever of talk show hosts.