Justin Theroux was terrified at the prospect of singing to an audience. His four big fears were being in a spotlight, standing at a microphone, public speaking and singing and so he was horrified when he read the script and saw that he was going to have to do all four. He immediately rang up Damon Lindelof and said "Fuck you".
This finale was made without the cast and crew knowing if HBO would grant them a third season. While critically acclaimed, The Leftovers (2014) was an underperformer for the cable company ratings-wise.
Director Mimi Leder cites Kevin's karaoke scene was one of the things she's most proud to have committed to film.
The original plan was for Kevin to sing Madonna's "Like a Prayer" in the hotel lobby but Madonna refused to grant them the rights to use the song. (It had been used recently on Happy Endings (2011) and she was loathe to license it out again.) Instead, Kevin sings Simon & Garfunkel's "Homeward Bound".
With an audience of 0.993 million viewers, this was the most watched episode of the second season.