In the Vanity Fair interview, McKay talked about his ongoing interest in political issues and his passion for making movies that deal with them directly. McKay's first true semi-serious political movie with a message was 2015's "The Big Short," which was about the 2008 financial crisis. McKay co-wrote and directed the movie, and while Ferrell was an executive producer, he wasn't as directly involved.

Around this time, McKay told the manager he shared with Ferrell, Jimmy Miller, that he was interested in branching out. "Finally I was like, 'Jimmy, come on. Clearly I'm going in a different direction. Hopefully, it's no hard feelings.'"

The two continued to work together on occasional projects under their Gary Sanchez production banner, but the final straw came after "Vice" premiered. McKay and Ferrell had been working on a TV series about the 1980s Showtime Lakers, and Ferrell, a huge Lakers fan, wanted to play team owner Jerry Buss. McKay wanted John C. Reilly for the role instead and cast him without telling Ferrell, infuriating him. McKay admitted he'd made a mistake by not telling Ferrell, and that he regrets it.

Ferrell's and McKay's careers were already going in two different directions by the time McKay recast Ferrell, but this was their breaking point. It's always a bummer when a partnership behind some of the most successful movies of the 21st century breaks up. Fortunately, they're not done making projects individually. McKay's next project is a satirical climate change thriller titled "Don't Look Up." It stars Jennifer Lawrence and Leonardo DiCaprio and will premiere on December 10, 2021. Ferrell, meanwhile, can be seen in the new Apple TV+ series "The Shrink Next Door," which premiered on November 12.