According to one interpretation, the Mobius band is "a spiral of the reversibility of all signs in the shadow of seduction and death" (Gane 193). In the shadow of seduction and death... So the Mobius strip idea is compatible with Baudrillard's fatalistic forecast for the postmodern society.
In the Mobius strip as well as in a simulated social order, all dichotomies disappear. Our choices used to be binary: yes or no, war or peace, power or impotence. But these oppositions have melted into each other in a silent implosion. What was once external has become internal, and vice versa, in this overwhelming transparency of society.
Everything in the universe is self-reproductive. Real objects invite simulation, and simulacra generate more simulacra. As Baudrillard has stated, there is "always a question of proving the real through the imaginary..." (Baudrillard, 19).
Also, understanding the Mobius strip is key to understanding Baudrillard's work and ideas. His social theory has been deemed "radical" and "high tech", "science fiction social theory" (Kellner 85). This is because he often refers to mathematical and scientific concepts to demonstrate his points. The Mobius strip and DNA are just two examples of such analogies. You might pessimistically call them simulations of Baudrillard's ideas...