The story is that The Monkees wanted to get creative and/or hip once they got SuperBig, so they started getting stuff in their shows that fell outside Normal Bubblegum Parameters. Apparently they didn't get nearly everything they wanted, but they did get some.
Tork & Dolenz came to the group from non-bubblegum backgrounds, & Dolenz was just one of those guys who liked to be where the action was. Only Jones was predisposed to Teenybopperdom, and not surprisingly, he became the heartthrob.
Stuff like this & the Zappa clip were usually inserted as prologues or epilogues to regular episodes, where they could easily be edited out for syndication purposes.
One that I remember (I watched the show back in the day for the humor...hated the music then) was of Nesmith (iirc) sitting with some African-American piano player who was playing (again, iirc), some kind of soul-jazz piano, w/Nesmith shaking a shaker. I've often wondered since if it was Les McCann, but can't find any mention of it anywhere, not that I've looked all that hard.
The amazing thing is that the show was only on for two seasons, from which they went from fad to phenoms to has-beens. It seemed longer than that, and between this type of stuff and Head (if you haven't seen it, you owe it to yourself to do so), there was this little tiny window that allowed the asking of the question "If Teenybopper Bubblegum is getting all freaky and hip and psychedelic, how much longer can the rest of America resist?"
Quite a damn long while, as it turned out. But in real time, one certainly had to wonder...