One Part Slightly Confused Me

Okay, I get that in many parts of the film they were role playing what they imagined their spouses saying/doing with each other. One part I didn't get, however, was when Chan was telling Chow he'd better not see her again, and he agreed to it and walked away. But then she started sobbing and he said "this was just rehearsal" and then held her while she cried.

What were they rehearsing? A conversation they'd have to have if they got caught?