I listened to the podcast yesterday, and I think at times one of the rogues conflated anecdotal evidence with hearsay evidence.
I'm not an attorney, but I have testified in court in criminal matters and have had to tiptoe around hearsay objections.
Here's my understanding of the difference via an example...
Let's say Jay was accused of a crime in Boston. Bob is called to the stand and testifies that at the time of the crime, he saw Jay in Las Vegas at TAM. That's anecdotal, but fully admissible as an alibi.
What's not admissible, and hearsay, is to call Rebecca to the stand to testify that Bob had told her that he had seen Jay at TAM.
The logic is that in that case, why not call Bob and hear it from the horse's mouth - not call someone who just heard him say it (hence, hearsay).
As stated, there are narrow exemptions to hearsay exclusions, but in general it's not OK to testify what someone told you.