When you play a single role as often as Leslie Odom Jr. played Aaron Burr, you likely either become completely invested in it or you look forward to the day when you stop.
Odom says that when he played Burr, there was always another show where he could change or improve his performance, but making a movie after a few takes it was all done.
Playing Sam Cooke in One Night in Miami was certainly a different experience, not only because he only played the role for a brief period, but because he had to be willing to not only let go of the role as a whole when it was done, but let go of each part of the performance as the scenes were filmed.