Warning! Spoilers ahead for Moon Knight episode 3.
Moon Knight episode 3 also connects the show to a key MCU location: Madripoor.
A fairly new setting in the MCU, Madripoor made its debut in The Falcon and the Winter Soldier. In the comics, it's a small Southeast Asian island located south of Singapore, functioning as a haven for criminals and outlaws. Considering its live-action appearance, it functions similarly in the MCU, as it's where Sam Wilson (Anthony Mackie), Bucky Barnes (Sebastian Stan), and Zemo (Daniel Brühl) tracked down the Power Broker, who ended up to be Sharon Carter (Emily VanCamp).
Madripoor also has strong ties to the X-Men in the comics. It was Wolverine's sanctuary for a while after the X-Men were believed to be dead in the Marvel universe. The adamantium-clawed mutant changed his persona and became Patch, whose objective was to clean up the streets of Lowtown. Recently, Madripoor has become the location of Magneto's version of X-Mansion. While there hasn't been any explicit indication that either of these scenarios is happening in MCU's version of Madripoor, Moon Knight's reference to it firmly establishes the island as a key location in the universe. In the episode titled "The Friendly Type," Layla is revealed to have been in Madripoor, where it seemed like she was on a mission with Anton Mogart (Gaspard Ulliel) that went awry. Marvel Studios is known for playing the long game, and it's possible that although the reference to Madripoor may not have any direct implications on Moon Knight's story, there's a bigger reason for it.
Ever since Disney acquired Fox's movie and TV assets, Marvel fans immediately zeroed in on the return of the mutants, Fantastic Four, and their tie-in characters' rights to Marvel. This meant that Kevin Feige and Marvel Studios could finally use the said players in the MCU. Fantastic Four film. However, bringing the X-Men to the MCU is a bit trickier. Despite its divisive last few movies, certain aspects of Fox's take on the mutants are beloved. So, Marvel Studios may be more careful with introducing them into the MCU than just straight-up rebooting them. If Tom Holland's Spider-Man debut is any indication, it's safe to say that Feige and his team want to do something different from what has been done. And since Fox didn't really use Madripoor in its storytelling, it could be Marvel Studios' opportunity to slowly introduce mutants in the MCU.
Marvel Studios' slate in the next couple of years is packed. After Moon Knight, a string of movies and TV shows are all lined up for release. Given this, it might take a while before Feige's X-Men plans become crystal clear. But the MCU is known for its overarching storytelling. The unassuming references to Madripoor thus far could very well play a significant role in the official introduction of the mutants.
Moon Knight airs new episodes every Wednesday on Disney+.