Willferg, there are worse things than having the Blues Brother in your head. From the album/before the movie "Rubber Biscuit" gets stuck in my head. From the movie, it's Think with Aretha Franklin more than She Caught the Katy. From Blues Brothers 2000 --- well, we try to forget but I'm a huge fan of Jonny Lang.
From what I understand, the Katy is a train-- Missouri Kansas Texas (K-T) line, and she headed out of the country and into town. Like Ruby (here comes another ear worm) you just don't want to take your love to town.
We sing the blues to rise above before we are pulled below.