I dunno, a lot of the characters and movements look a lot like John K's earlier stuff, back when he was working for other people, before he turned into a self-proclaimed messiah of low-budget animation.
There's a lot of evidence that this theme song is supposed to be completely diagetic. I like to think that hearing the theme song on the space amoeba's radio was how they found out about their situation. "Pack your shit and get in the cab. This unfinished Egyptian Lover demo will explain everything."