[on the phone]
LORELAI: Yeah, Rory and I decided to hit the road.
SOOKIE: But how can you be hitting the road? You’re supposed to be getting …
LORELAI: The engagement is off, Sookie.
SOOKIE: What? What happened?
LORELAI: Well, it’s a long story. I don’t really wanna go into all the whats and whys and gory details right now, but you should know we all still love Max, and to figure out exactly what happened, you’d have to dig up Freud himself and have him work on me full time.
Lorelai’s engagement to Max is off, but there is never any real explanation for how that occurred. Did Lorelai even call Max to let him know, or has she just run away?
Sookie has of course already finished making a beautiful elaborate wedding cake for Lorelai when she gets the news. Being a good friend, she pretends she forgot to make the cake.
The Annotated Gilmore Girls 