@georgeob1,
It's a great gag, isn't it. In one of my religious studies texts at university, Woody was quoted twice as was Groucho. There's something about Jewish culture which has given us much of the very best humor. I'm still trying to figure that out. I think it has something to do with an underdog past but also arises from a sense that the relationship with God is contractual - that is, that God can't just do the high-handed thing, He has some obligations here too.
A classic instance of this is the joke of the Jewish grandmother whose daughter NEVER lets her take the grandson out. Finally, the daughter relents and grandmother takes the boy to the beach. At the beach, she's resting on a towel while the child plays near the water's edge. Then a wave comes and takes the child out to sea. Grandmother falls on her knees in prayer promising anything and everything if God will bring the boy back. A wave comes in depositing the child onto the sand. The grandmother looks upwards, "He had a hat. Where's his hat?"
Edit: I ought to add... one of the very smartest ideas I've bumped into was quoted by a prof (I can't remember the attribution). The idea as written was that the singular stroke of God's genius in crafting the universe was the creation of humor. One does not have to be a theist to appreciate just how bright that idea is.