I found the discussion (and the entire episode) to be a nice reflection on how applying rules/logic/algorithms to big, deeply human problems doesn't always work. While the secretary problem is a fascinating and unintuitive mathematical result, as many other commenters have pointed out, it just doesn't have that many strict uses in people's real lives, outside of the general idea of "try a few of X to get the idea of the field, then pick one".
[0] https://www.econtalk.org/russ-roberts-and-mike-munger-on-wil...
[1] https://www.econtalk.org/russ-roberts-and-mike-munger-on-wil...