Could someone explain this "story" to me?

I must say the God Bless TEXAS ! IN GOD WE TRUST at the end of the "joke" was completely incongruous. Some people think humour is about ridiculing others, all the best comedians put themselves down.

Your workmate sounds like an awful person, the sort that Jesus mentioned when he talked about those so concerned about the speck in other people's eyes that they can't see the plank in their own.

...
Below is another example of "humor" that this person has shared. ....
A Mexican, an Arab,
And a TEXASTexas girl are
In the same bar.
When the Mexican
Finishes his beer,
He throws his glass
In the air, pulls out
His pistol, and shoots
The glass to pieces.
He says, 'In Mexico ,
Our glasses are so
Cheap we don't need
To drink with the same one twice.'
The bartender then cuts him off and throws him out of the bar, but not until after he provides a bill for the destruction of property.
The Arab, obviously
Impressed by this,
Drinks non-alcohol beer
(cuz he's a Muslim a designated driver!),
Throws it into the
Air air, pulls out his
AK-47, and shoots
The glass to pieces.
The injured are taken out on stretchers as the bartender provides another bill for the destruction of property.
He says, 'In the
Arab World my country {NB he actually lives in a country and not some nebulous 'Arab World'. Try Yemen, perhaps. Can you locate it on a map?}, we have
So much sand to make
Glasses glasses that we don't
Need to drink with
The same one twice either.'
The TEXAS girl Texas woman {NB girls aren't old enough to drink alcohol and putting 'Texas' into all caps does not make it cooler or louder or more authoritative, and just makes you look like an asshole},
Cool as a cucumber,
Picks up her beer,
Downs it in one gulp,
Throws the glass into
The air, whips out her
45, and shoots the
Mexican and the Arab.
Catching her glass,
Setting it on the bar, and calling for a refill,
The bartender calls the police, who arrest her for murder. She pleas down from first to second degree but is given the death penalty anyway.
She says,
'In TEXAS Texas {NB What did I tell you about that all-caps bullshit?},
We have so many
Illegal aliens immigrants {NB You know, just because they're not as pale as you are doesn't mean they're here illegally. They can also be visitors, Miss I Think It's Still 1843 And I Miss Wearing My White Sheet In Public} that
We don't have to
Drink with the same ones twice.'
God Bless TEXAS Texas {NB It still looks idiotic in all-caps} !
IN GOD WE TRUST E pluribus unum {NB Are we quoting what's written on money now?}

Well done, you can do better.