San wasn't supposed to let anyone see his new hair color until their comeback. He didn't realize his group mate was doing s live stream and went into the room. He left as soon as he realized so the staff wouldn't yell at him. And the please leave live stream was a challenge (staff give kpop groups random challenge like doing accents, annoying eachother, work for eachother for a day, get other members to say certain words, etc.). The staff told them if they could be live for 20 minutes with no one watching that the staff would buy them fried chicken for dinner (friend chicken is super popular in korea but kpop artists aren't allowed to eat it because of their strict diets).
I think it doesn't seem as funny without some context.....like how in the live they asked atiny to leave because they had to complete their mission of having exactly 86 atinys within 86 secs but ofc who will want to leave lmao and the pink san entering and leaving immediately after was because he dyed his hair and it was supposed to be a surprise but he forgot and revealed the color so he left in embarrassment lol