This episode picks up on the implications of the previous installment, though some of the more obvious consequences are glossed over in the interests of keeping the show intact. For one thing, the Impala should be a huge liability, given how distinctive it is, and Sam shouldn’t be any less recognizable as a target after being identified as Dean’s accomplice.
All that said, this episode (despite being largely stand-alone in nature) shifts back into the tried and true territory of character development. As usual, the writers manage to follow through on a minor point of interest from earlier episodes and make it a major cause for consideration. In this case, it’s the role of religion in the lives of the Brothers Winchester, and to a lesser degree, in the lives of the hunters as a whole.
Dean takes a strong atheist stance on the whole business, which is quite consistent with his previous philosophy. It may be more strongly stated in this episode, but that could be a function of his stress level regarding Sam. After all, if Dean doesn’t believe that there’s anyone else out there to grant divine intervention, then it all comes down to him to save Sammy.