The subtext of the scene is that unwarranted abuse of both Stephens brings out the withdrawal-free-"Stephen"-size balls in the Jons. (Everyone's got them, I think. They're just more latent in some than in others.)

Athena's there to give Stephen closure, and to make sure he can continue his life as normal. We get the hint that he's neglecting the kids at church to read this book, and I don't think it would be realistic to assume he could go through all that and then go right back to pretending to be this character with no mess, no fuss.

And she cares because Quetzalcoatl mentioned the Jons to her, and she decided she liked them ^_~

*digs out the article*

Ah, here it is. That night, when an audience member asked him about the differences between him and "Stephen Colbert" during a pre-taping Q&A, he replied, "I wouldn't want to be that asshole. He's got a tremendous ego. I get to pretend I don't."