In the instalment, Arizona and Callie (Sara Ramirez) were driving to a bed and breakfast when Arizona asked Callie to marry her.
However, before Callie could answer the couple were involved in an accident.
"Arizona feels like, 'Where am I? Who am I?'" Capshaw told TV Line. "So in a bold effort to sort of legitimise and find her place, she pops the question. And then something wild and crazy happens. And then we lead into the musical episode."
Capshaw explained that the incident will make Arizona and Mark (Eric Dane) closer.
"The traumatic incident leads to them having a greater understanding of each other and then appreciation, and then need for each other and desire to be in each other's lives," she said. "They come to care, I think, for one another."
Grey's Anatomy continues with its musical instalment on Thursday at 9/8c on ABC.