Seeing as the show makes a reference to a very dark and adult movie (Requiem for a Dream) in the very same episode, (among various other references throughout the show) I can easily believe they would slip something like that into the show.
Along with how nervous Mr. Cake was acting, he could be either trying to dampen his worries about a cheating wife or to through off any suspicions that him and his wife have a cuckhold relationship which ended up with her getting pregnant.
But that's just a theory, A Game Theory!