At the end of the film, Nixon and Frost are saying their goodbyes on the terrace of Nixon's beachfront California home. Nixon says something along the lines of Frost being lucky that he enjoys the company of people, parties, glad-handing, unlike Nixon. Perhaps, says Nixon, Frost should have been the politician rather than him. Michael Sheen as Frost gives a little quizzical look and smiles, just enough time for us to remember his performance as Blair in that film about the Queen and the death of Diana.
The suggestion is that Blair has more in common with a chat show host such as Frosty than a traditional politician. Such as the constant concern to keep in the public eye (cf Blair's 'eye-catching initiatives') and incessant courting of the rich, powerful and famous (cf Blair's holidays, Chequers dinners, Cool Britannia parties, etc, etc). The more you think about it, the more they seem fairly interchangeable. Sofa government?
On the other hand, I've probably just read too much into it.