^
It's a blanket statement that could be applied to everything from SNL characters to Ali G. These characters are genius on television partly because of the structure of their situations (simplistic and one dimensional in the case of television comedy skit characters). As soon as someone takes the reign and shows everything from where this person sleeps and shits to what it was like growing up as a kid, things just get mundane.
Look at the Ali G movie, for instance. There is nothing funnier than Ali G on television, but as soon as directors sit down with a pen and pad and figure out hypothetically what every portion of this person's life is like and allow the standardized Ali G brand of humor to permeate into every facet of that reality, it comes across as something you might find in some 12 year old's Fan Fiction. Borat is slightly different: directors really didn't come up with any new aspects of this character, but nonetheless are guilty of squeezing two straight hours out of a character that works best in short bursts.