Maynard's appearance on Letterman has been knocked on posts here before, for some reason. He did come back for a second date, already knew Paul, and bassist Will Lee's dad wrote the MF book. So I imagine Maynard was fairly comfortable on this guest appearance. And at that time, as before, they frequently had guests sitting in with the band without actual features...
Also, much easier and cheaper for MF to fly in for a one-nighter than bringing the whole band in, if they were on the road (or on a break).