You mean, they wouldn’t speak of it at confessions? Well, what sins would they confess?
The point of the “joke” is that the terrorist (rightly) views it as a sin and the priest (wrongly) views it as a legitimate political act and then ends up with a terrible pun—the Stations can refer to either the Stations of the Cross, which in days gone by would not have been an unusual penance for confession (it is a meditation on the Passion that ought to take 10-12 minutes) or to the train stations.