I noted that singers don't often cover the Beach Boys, because it's hard. I suppose if you are these guys, though, it's a little more accessible. Note that they did sing next what is probably the easiest of the Beach Boys' songs, "Barbara Ann," which was something of a throwaway on an album. And then Anni-Frid brings another surprise.
There is something comfortable about musicians sitting around having a good time together. No that it is entirely spontaneous or they are unaware of the audience or camera, but it is informal.