According to a recent Wall Street Journal/NBC poll, sexual harassment is a reality for 48% of women in the workforce. Individuals who do not identify as women are being harassed as well. Human resource departments (now often heavily staffed with attorneys) often use "trainings" in an attempt to mitigate corporate liability resulting from sexual harassment, which can be costly in terms of productivity and turnover, as well as dollar settlements. These trainings clearly are not doing enough to address the realities of harassment if so many are still experiencing it.
The humorous skit from Saturday Night Live is far more direct than any HR training might be. It deals with the issue in substance, rather than side-stepping the interpersonal issues by focusing on the legalities. Marketplace's Sabri Ben-Achour addressed the effectiveness of various approaches to sexual harassment training in a previous podcast: "What makes sexual harassment training effective--and ineffective."
Source: "SNL's Claire From HR nails sexual harassment, but she won't be part of your training," by Jana Kasperkevic, Marketplace: American Public Media, November 13, 2017.