Hmmm … I wonder what Church an English lad with Irish relatives would have gone to? I’m guessing it wasn’t the “Church” of Scientology. But you’re right that the joke mocks many religions. More importantly, it also mocks the religious. He attacked the followers a bit more directly with this one:
Quote: Saying that you don't believe in magic but do believe in God is a bit like saying you don't have sex with dogs, except Labradors.