I wonder if that segue was Dave's way of thanking Sheryl for killing the author of LLV?
LOL!!!
Allegedly, the author of the book
Leaving Las Vegas, which hadn't yet reaped him any reward, was incensed by Sheryl's song of the same name, claiming she stole his ideas. When she appeared on (Letterman?) and disingenuously claimed the creation as hers-all-hers, it was allegedly one of the last straws before he committed suicide.
Apologies for misremembering any details.
And W-O-S x infinity to Deep Blue Something's "Breakfast at Tiffany's," one of the emptiest songs I have ever heard in my life.