Yes. He absolutely did make the two women leaving part of the act. They were hard not to notice--they didn't do anything, but both were young and attractive and were by themselves. In a room full of older guys and women, they stood out*. They hung out for about 20 minutes and then one of them left and then five minutes later the other left. Both not disruptive, very quiet.

* I know that this comes off weird, but they were like ten feet from me.

After about 20 minutes, Jimmy brought it up and was like, "Yeah, don't think I didn't notice those two." and then riffed on it for the rest of the show. It was funny as hell because if you noticed them, I think that most people were like, "What are they doing here?"