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When Kermit asked her why she wanted to jump over the moon, she repeats the famous quote attributed to mountaineer George Mallory on climbing Mount Everest: "Because it's there." Natalie also wishes to break cow stereotypes and prove that cows are not limited to mooing and milking, but they can achieve whatever they set their minds to.
When the jump is triumphantly achieved (covered by Kermit in the manner of a space launch), Natalie paraphrases Neil Armstrong and declares it "A small jump for cow, a giant leap for cowdom!"
Like other Sesame cows, the same puppet or pattern was used as a utility character in various other sketches.