When ‘The Late Show With Stephen Colbert’ won the Emmy for outstanding talk series in September, the host gave thanks with a short mission statement. When he first conceived his iteration of the CBS franchise, which he took over from David Letterman, Colbert had in mind a late-night comedy show “that was about love,” he explained. “At a certain point,” he went on, “and you can guess what that point was, I realized that, in some ways, we were doing a late-night comedy show about loss.