I don't watch the Daily Show beyond the occasional clip, but it seems to me the difference in this case is that many (most?) people are not informed about the issue from another news source, so they have nothing to compare to. Unavoidably some of it will get taken for true...

If they didn't have information from elsewhere, they wouldn't get most of the jokes.

That's the point!

Maybe it's not a 'real new show' but it is designed to influence public thought so there are some ethics involved, see my satire remark above.