They would KNOW where their salvation CAME FROM.
The comedian was talking about what Jesus might think, not about what 'they', or us, would think.
IIRC, Jesus wasn't very happy with the whole 'nail me to a cross' thing. Says so in the Bible.
Imagine coming back from the spiritual world to human form (again) and finding that mankind wears and worships the token symbol of the most painful moment of your previous 'carnation'. Then, imagine Jesus walking into a church and finding a 'representation' of his actual body nailed to a life size cross, with a crown of thorns and stab wounds on it.
To an outsider, Christianity might appear to be a very 'sadistic' worshiping religion.