You know, Steve Ballmer is always fun and interesting to listen to.
Meanwhile you have Satya Nadella. This very sanitized, boring, fake, borderline manufactured personality. I can't imagine sitting through a 3hr interview/podcast with him as a guest. I had no problem listening to this one though.
I agree with you that Satya typically has a flat, measured style that comes across dry and he also stage manages himself rigorously. But it's also worth mentioning that being the CEO of a massive, high-profile public company puts him under different expectations and constraints than a long retired CEO. Nadella is still spokesperson #1 for the company, products and stock.
That said, I'm not sure we'd see a dramatically more forthright and unfiltered Satya when he's ten years out of MSFT. I think much of Satya's style is simply the way he is all the time.