The episode title is a play on coitus interruptus, a method of birth control where the penis is withdrawn from the vagina prior to ejaculation, also known as withdrawal or the pull-out method. In the same way, the concert in the episode is interrupted when Madeline and Louise withdraw or “pull out” of the proceedings.
Amusingly, Lorelai also ruins or “interrupts” the girls’ chance of achieving coitus with the boys they pick up at the concert, giving it another layer of meaning.
The Annotated Gilmore Girls 