The trouble with mockumentaries is that sometimes you do not get the joke. In What's The Facts? I doubt there was even a joke in there.
Jason Lewis draws links between random untrue facts in a deadpan way where he mixes news clips, music clips and stuff from the internet together in a faux factual type show. Just think of The Day Today without Steve Coogan, Chris Morris and Patrick Marber.
There is randomness involved such as Theresa May having pranks played by her then boyfriend Chris Martin of Coldplay or tennis player Andy Murray used to be a cook before taking up tennis.
Whatever this comedy pilot show tried to be, it certainly was not funny. As the programme on screen identity said: WTF!