I've done open mics with very famous comedians many times and it's pretty much a given some mic in any big market town (NY, LA, Chicago). Comics do sets whenever they can and many times don't get paid. They do spots at clubs in NY and LA and they get what everybody else gets ($20-50) or big comics drop in and do it free every single day. Places like UCB are actively pieces of shit to stand ups and create this dumb improv vs stand up type community. The rivalry has always been there but they're policies (may have changed by now) will not pay stand ups and will pay improvers doing a later show. Often times at UCBeast stand up would draw people in and they'd stick around for the next show then the bucket of truth donations go to the improvers.

Comics also get asked to do free sets more often than offered money for sets at any level. Some big comics do tons of charity events for free.

But you're right on one thing nobody big is going to be doing free comedy at the improv or go bananas except open micrers. Even then in those smaller cities big guys will randomly get up because they know the other comics in town and will jump up at a mic everybody is at because people throw stage time at them.