Roleplaying games give you conversation opportunities that don't arise in most other forms of social interaction. Switching from out-of-character to in-character (or vice versa) is a handy way to change the subject of the conversation, for example.
One response to this is to follow the change of mode and continue the same conversation in the other universe. This can lead to some interesting discussions, such as wizards and dwarves talking about the latest TV shows.
Actually, that could be an interesting idea for a setting...
Transcript
GM: Okay, now we're all here, pizza orders?
R2-D2: The usual for me. Vegetarian still, Sally?
C-3PO: What are you implying?
R2-D2: Well, I'm not saying you always change your mind, but...
R2-D2: Meat is pretty awesome.
C-3PO: Artoo! So meat is awesome now? What turned you into a human-lover?
R2-D2: Out of character! I was out of character!
GM: Suddenly...
[SFX]: Pow! Pow! Pow!
R2-D2: Oh thank goodness. Star destroyers!
[SFX]: < bee-OO-oop whrowww whroooop bing >
Luke: They're shooting at the Falcon. You're not even there.
R2-D2: Out of character!