As a movie buff I have to say, yes it is worth a thread!
It has got to be the funniest scene I have seen for a long time!
I think the theme of the scene was for the oriental lady to eventually receive a good reference from Bill's character. Also its objective was to demonstrate how fake the kinky part of the deal is between and SP and a client. I can't imagine anyone else in that scene other than Bill Murray.
By the way, that kind of service in Tokyo, at that hotel, can easily set you back a couple of Gs
Other than a couple of idle and meaningless moments where the girl is looking out the window of the hotel, the rest of the movie is just super! The DVD has an extended version of the talk show scene. That alone is worth renting the DVD.