This is the last appearance of Daphne's boyfriend Joe DeCarlo. Presumably, they continue to date off-screen until Mixed Doubles (1996) when it is revealed that they have broken up.
Martin (John Mahoney) makes the analogy that he and Frasier (Kelsey Grammer) are the hard cookies of an Oreo and Daphne (Jane Leeves) is the cream filling that holds them together. After Frasier speaks to Daphne and comes out to inform Martin that she is staying, Martin is eating a pack of Oreo cookies.
The title is based on the song "Come Fly with Me" composed by Jimmy Van Heusen, with lyrics by Sammy Cahn which was written in 1957 for (and made famous by) Frank Sinatra.
The title card for Scene 2 reads "They're Playing Do-Si-Do... But Not for Me." This is a reference to the song "But Not for Me," written by George and Ira Gershwin for the movie musical "Girl Crazy" (1930). The main lyric goes, "They're singing songs of love... but not for me."