While the exact nature of the sketch was unclear, TMZ reports that Davidson "didn't want to go through" with it after hearing that Grande was hurt by a promo for 'SNL'. That promo saw Davidson proposing to musical guest Maggie Rogers, which she rejected.
The promo came just days after Davidson brought up the failed engagement in a standup slot, where he joked about his matching tattoos with Grande.
Grande tweeted about Davidson's 'SNL' promo in a cryptic fashion, but soon deleted said tweets for unknown reasons. The engagement between Grande and Davidson lasted all of four months, with the relationship as a whole going on for just five months.
Grande's next album, titled 'Thank U, Next', has been rumoured to focus on the short-lived relationship, so this clearly isn't the end of the story at all.