The practice of jumping out of cakes is admittedly beyond my comprehension. There’s almost definitely some historical context that gives reason for people to jump out of cakes. Otherwise it seems like a practice that is a) uncomfortable for the person jumping and b) ruining a perfectly good giant dessert. But once you get past those two (very huge) things, it’s a grand gesture that can be seen as respectful in our culture! Which is why Bill Murray began his final appearance on David Letterman’s show by jumping out of a cake, and then spreading lots of cake on Letterman, Paul Shaffer, and various audience members. And then doing a whole show covered in cake.
Hey, it’s the show’s second-to-last episode! Let them live (covered in frosting and cake pieces)!
Still covered in cake (really hard to get past that detail without mentioning it!), the two old friends introduced a montage of Bill Murray appearing on Letterman’s shows through the years. And, since you’re probably asking, he’s not covered in cake in most of these, but he’s often wearing funny outfits.
Later, Murray successfully led a crowd of people inside the studio and outside of it to chant in favor of David Letterman staying on the show longer. Because even though that goal is highly unattainable, it’s even harder to shut down a cake-covered Bill Murray when he approaches you shouting “CAN YOU HELP ME?” Again, the cake is key here.