Set the cheetahs on the loose
It is rumored that the historical Cleopatra kept cheetahs as pets. During the hook, the implication is that a thief has taken Cleopatra. Cheetahs would be a play on bloodhounds on the trail of a runaway criminal. Imagine loyal cheetahs trying to locate their stolen master.
“Cheetah” may also serve as a near-homophone for “cheater”, which touches on the issues of sex, love, and betrayal that run throughout the song
There is also a well-known chain of strip clubs called Cheetahs, which comes into play later in the song
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