I’ve got too much respect for stand-ups to call myself one.

The line reads as a self-deprecating distinction between being funny on stage and belonging to the craft and tradition of stand-up comedy. By saying he has “too much respect” to claim the label, Vegas frames “stand-up” as an earned identity—implying discipline, structure, and a particular professional standard—while positioning himself as an outsider, an eccentric performer, or a comic actor who uses stand-up-adjacent techniques. The remark also functions as a humility strategy: it flatters stand-ups as a group while lowering the speaker’s own status, which can endear him to audiences and peers and pre-empt criticism about whether his act fits orthodox stand-up form.