The Internet is already the place to be for some TV shows; why not something starring him?
That said, Conan O’Brien clearly isn’t against adapting to the times.
His comments during a conversation on the Inside the Hive podcast (via Vanity Fair) indicate that he’s on board with sharing his comedy in a brand new way on a new platform.
In the not-too-distant future, there simply may not be enough of an audience for a show like Conan for TBS to want to keep it on the air.