Spoiler Alert: The following piece contains spoilers from “My Controls,” the Season 2 finale of “The Rehearsal.”

The difference between “The Rehearsal” and prior Nathan Fielder works is that it’s explicitly about himself. The idea that “Nathan for You” was really about helping small businesses may have been a joke, but one the Comedy Central series told with a straight face. “The Rehearsal” started with a similar concept, helping volunteers navigate personal relationships rather than professional problems via obsessive preparation. But over the course of Season 1, Fielder — or rather, his stilted on-screen persona — went from applying his methods on others...