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Explanation
The Joke
A woman is distraught, telling her friend that she and her boyfriend have broken up after four years together. She is heartbroken and says she has "already disgraced" herself by going to his place and trying to win him back. Her friend tries to console her. But then the woman reveals: "I guess my only option is to die alone." This seems like a dramatic overreaction, but the final panel jumps forward "several years later" and shows her watching TV, where an announcer says, "Oh yeah! Well guess who's married to Jesus Christ himself? Angela Todd!" -- revealing that the ex-boyfriend apparently married Jesus Christ.
The punchline is that her fear of dying alone was not melodrama -- it was a realistic assessment, because how can you possibly compete with someone whose ex went on to marry the literal Son of God?
The Humor
The comic starts as a familiar breakup scenario -- a woman catastrophizing about being alone forever after a relationship ends. Normally, such statements are recognized as emotional overreaction. But the joke subverts this by creating a situation where the ex-boyfriend's next relationship is so impossibly impressive (marrying Jesus) that the woman's despair is retroactively justified. The absurdity of a TV announcement breathlessly reporting on someone's marriage to Jesus Christ, as if it were celebrity gossip, adds another layer of comedy. It also plays with the religious concept that devotion to Christ is sometimes described in spousal metaphors.