After declining his best opportunity to become a lawyer, he takes a mini-vacation at a nearby hotel and Kim follows him there. They spent a wild night when he shows her how his smooth-talking charm can get them whatever they want for free by taking advantage of schmucks. But Kim eventually told him that no one can sustain a life that he was living at the moment.
However, Jimmy still thinks that such lifestyle is sustainable and he wants the freedom to pursue that to his own glee.
As to why the episode is titled “Switch,” it was basically taken from the final moments of the premiere episode. After Jimmy and Kim’s wild night at the hotel, Jimmy decides to take Davis & Main’s deal to join their law firm because it’s everything he could have hoped for including a corner office, a company car, a completely customizable job experience.
But he obviously can’t resist breaking the one quiet rule set for him which is not to turn off the light switch in his office for any reason. He does, and no one notices and it seems that everything is normal.
The scene only reinforces that Jimmy is the type of person who will actively try to work outside the constraints set for him, for better or for worse.