It's rerun late at night (2am ET). Could he have been making a joke (agnostic) and referring to his belief in God? He deadpans a lot. It's not funny, but he does it often. I tend to mute it he's talking.
I just saw it. He wasn't joking. He then went on to say everyone has a crazy idea, and we can't fire everyone for crazy ideas. I bet if the idea had to do with a liberal sacred cow, he would want a purge of all... Then later, he attacked the idea of a conspiracy. I guess agnostic means wishy-washy to Alan.