Oh, and the music adds the perfect touch. Like the song by the woman asking more or less "what do you want" from the man. I can't tell if it was or wasn't a song from that era, or made for the show, but it fit right in the atmosphere.

Many tunes I do recognize.
TIS
I believe but am not 100% certain that the song was sung by Kathie Brier, who plays Sophie Tucker on the show.
But anyway it is an old song written by Irving Berlin,
After You Get What You Want, You Don't Want It. Presumably it was addressed by a man to a woman but songs like that work perfectly for both genders.

It's been recorded by Nat King Cole and Marilyn Monroe among others.