According to Politico, McCarthy's hilarious impression of Spicer didn't go over too well with the White House due to the administration's obsession with appearances and what McCarthy's impersonation of Spicer implied about his. In particular, the publication says the president was less concerned with the portrayal of Spicer "as a press secretary who makes up facts" as he was with the fact that he was being so hilariously portrayed (and eviscerated) by a woman.
"The President doesn't like his people to look weak," a top Trump donor told the publication.