From a New York Times story by Adam Liptak headlined “The State of the Union can be a trial for some Supreme Court justices”:

Chief Justice John G. Roberts Jr. does not enjoy attending the State of the Union address. He has called it “a political pep rally.”

“I’m not sure why we are there,” Chief Justice Roberts said in 2010, adding: “The image of having the members of one branch of government standing up, literally surrounding the Supreme Court, cheering and hollering while the court, according to the requirements of protocol, has to sit there expressionless, I think, is very troubling.”