I thought it was all just an act. What's missing from the online version that is posted here is at the end of the interview just before breaking to commercial, Joaquin pulls off his sunglasses and turns to David Letterman and gives him a warm two-handed handshake. All of that quirky personality vanished instantly.
Playing Commodus in Gladiator... I hated that character so much. There are many other movies that I loved his character. He is an excellent actor and I think we were just being played on Letterman.