This is really only to prevent them from suing and claiming that the show is representing the actions of celebrities on the show as true fact. If I publish a newspaper article saying “Donald Trump strangled a baby” without evidence then that could be actionable, as it’s a factual claim. But if I showed Donald Trump strangling babies as part of an obvious parody, then that would be protected speech. So their disclaimer is basically just to make it obvious that it’s a parody. It’s not a requirement, but they want to cover their asses.