[T_D_K]

Maybe I'm slow, but I still don't get it. Is he saying that members of the state's church will follow him blindly (making them out to be dumb / sheeple)? Or is he saying that even such a ridiculous sight is less ridiculous than the church? Maybe he's satirizing the state's enthusiasm for war? I feel like I'm missing context here. Or maybe this is why people say his humor is weird...

[throwawayjava]

It's funny to think of a grown man on a little toy jeep/horse all dressed up for war and taking seriously his trip to the front line and into the battlefield. That's the "funny" part of the joke. And it's not weird funny, it's just normal funny.

The deeper point being made isn't possible to ascertain from just this snippet; you'd have to put the joke back into its context and find the larger point being made in the text around the joke. (edit: but, see racer-v's explanation)