“The Rehearsal” Season 2’s premiere episode title, “Gotta Have Fun,” contains a challenge within it. The raison d’être of a comedy series is exactly that, to entertain the audience and show them a fun time, but series creator Nathan Fielder acknowledges in voiceover that he has to start quite seriously, given that the topic of the season is safety and communication in airplane cockpits. Although the comedian diagnoses this roughly 10-minute section of “The Rehearsal” as one with “zero laughs,” the show is slyly disarming what could be a grim montage of airplane crashes, and it’s doing it in a particularly “The Rehearsal” way.

The HBO show is well known now for its production design’s meticulous recreations of real-world locations. In Season 2’s opening sequence, it appears to be continuing that trend with a detailed recreation of a cockpit as a co-pilot (Eric Barron) fails to convince...