What's the significance of him hitting on the woman in the train?

As I understood it he was having problems with his wife and a divorce was ahead. He went to another city/state (w/e) for a job interview. Later he said something to his wife that he was gonna move away, even if he didn't get the job. That's what I think at least.

And yeh, he was hitting on the woman 'cause he was trying to move on.

Some motherfvckers are always tryin' to ice-skate uphill

It's to signify that he was having marriage problems.

Debra Morgan: "Goddamn pantyhose! Has anyone ever died from crotch asphyxiation?"

that's a moment when he found a woman that valued sportsmanship, differently than his wife.

as others have mentioned, that scenes is meant to hint at his marriage problems, but also the nature of those problems. in his failing relationship, his physical prowesses didn't have a place

David hasn't been laid in months... since he barely even speaks to his wife.