I just read the lyrics and aside from these already here,it sounds almost like he's saying a good-bye to the listner. Remember,most folks thought this was going to be his last album back in '86 (given the sythesized or unemotional styles of some 80's music,that was a justified thought.)
It sounds like he's reflecting on the past (then) 25 years of his career. The ladies he's talking about are either very close and one-night acquaintences or else ladies of the evening that he and friends met on tour.
Maybe he's just saying he rolled with the punches of life and career and let it ride.
As for the above lyrics,they're not anything having to do with him personally,as he mentioned,so maybe it's some sort of cryptic example or comparison of some sort. Otherwise,it beats the heck out of me!
Been me,Aurevoir!
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"A knight of the road,going back to a place where he might get warm."

- Borderstone