You guys have it all wrong about the CGI Joe
VERY FAKE NEWS
They're right, there's no green screen. Joe's actually there.
It's the reporters who aren't. Joe's just wandering around talking to himself and this was the most lucid few seconds.
They added in the reporters to give it the last touches.
This makes sense. Look carefully at the way the microphones move around. Notice the microphones appear to be slightly out of focus while Joe's hand (When in front of mics) and his tie (behind mics) are in clear focus. https://streamable.com/ve91lf