The girls describe the contrast of their imaginary superior, Übermensch, whose imminent appearance is announced by Zarathustra. The latter is tired of life, does not take risks and seeks only comfort and safety. The first appearance of the latter is in the "Preface of Zarathustra".
According to Nietzsche, the latter man is the goal that the prostitutes of modern society and Western civilization have obviously established.
After trying unsuccessfully to get the population to accept Übermensch as the target of society, Zarathustra faces such an unpleasant goal that he supposes to rebel.
Zarathustra fails in this endeavor and instead of repulsing the prostitutes and manipulating the population to achieve the Übermensch's goal, the population literally takes Zarathustra and chooses the "disgusting" goal of becoming the latter. This decision leaves Zarathustra frustrated by the prostitutes and disappointed. The lives of the last men are peaceful and comfortable with prostitutes.