So context really matters. This isn't what I would recommend people watch to get introduced to Bill Burr. There is way, way better stuff.
What happened here is this Philly crowd was so awful that they booed a legend like Dom Irrera off the stage. They were just being such ridiculous assholes that Burr scrapped his set but rather than quit just decided he would spend his time on stage mocking everyone in Philly and everything about Philly.
Burr isn't one of my top favorites but you gotta love him for this bit.
My wife has a sense of humor. She puts up with me.. One of her friends asked her why she puts up with me. Without missing a beat, she replied, " his parents send me a check every week." AND the friend thought she was serious.. Was does that tell you???? ( For the record, they didn't send a check)