The allusion highlights the idea of avenging a father's murder.
In the play, the father of Hamlet is dead, and he wants exact his revenge on the one who is responsible for his death. This is how both of them connect. Pyrrhus did not feel any guilt after killing his father's murderer and Hamlet shares the same view. He felt that if he could only bring himself to kill his uncle (who murdered Hamlet's father), he would also feel justified.
