I think his "invisible man in the sky" stuff was more a commentary on his personal beliefs than it was a "bit". In which case I think he'd have been quite surprised to have found himself anywhere after his death, as would I as well

One thing I feel pretty certain of regardless is that we have what we have while we're here and it's best to do and be what one feels is most important while we're here 'cause even though many folks preach of and believe in an afterlife, no guarantee of any such thing truly exists in a concrete form