The title refers to remarks Hickey had repeatedly made on prior visits to Harry's bar about his wife having a fling with the ice man while he was on the road.  This is mentioned several times in the play.  I have wondered if any double entendre with the word "come" was intended which would certainly not be surprising among the characters of this play, although nothing of that kind is even hinted at in the dialog and if so that, even as just a title, it passed without comment in 1946. (Then again in 1938 the Cole Porter song My Heart Belongs to Daddy seems to make a subtle reference to cunnilingus (.. to dine on my fine finnan haddie .. asking for more .. etc) without any adverse results.)  There is harsh irony in this since it appears that the opposite is the case, that Hickey's wife was totally faithful and endlessly forgiving of his womanizing and drinking sprees.  This surfeit of virtue creates such self-hatred in Hickey and anger at his wife that he is ultimately driven to kill her to end their common pipe dream that each of his indiscretions will be the last.