Small correction: SNL is scripted, not improv. The skits can feel "unpolished" in a similar way to improv, but I think that's usually because they only have a week to produce each one from scratch.
Sorry, I guess I meant "sketch comedy". But a lot of it is written the week before/of the show. So what I meant to say was something like "it's all pretty off the cuff" vs a movie or other show I guess, and that unpolished quality is what makes some things super funny to me or just not hit at all. Again, feels hit or miss.