I take it this episode is inspired by this movie.

https://en.wikipedia.org/wiki/Bunny_Lake_Is_Missing

https://www.moriareviews.com/rongulator/wp-content/uploads/Bunny-Lake-is-Missing-1965-poster-181x260.jpg

I think it's just a pun on the title. A lot of the early episodes had titles that were puns.

I think it's just a pun on the title. A lot of the early episodes had titles that were puns.

Well, for a minute or so a girl does go missing in the episode, so it does incorporate a bit of the movie plot (in a more lighthearted way)