snow-angels
Explanation
The Joke
A man cheerfully announces to two people at what appears to be a holiday gathering: "I made snow angels outside!" One of the others looks out the window and says "Where? I don't see anything." The woman then bluntly declares: "That's because angels DON'T EXIST." The man fires back with "You must be reaaaaal popular at parties," to which the woman replies with perfect deadpan: "I have no data pertaining to such events."
The comic sets up a simple, lighthearted situation -- someone made snow angels -- and uses it as a springboard for an aggressive atheist/skeptic to make an unnecessarily literal and combative statement. The joke is not that she is wrong or right about angels existing, but that she chose this particular moment to make her stand.
The Humor
The humor works through the characterization of the hyper-rational woman. Her response to "I made snow angels" is to deny the existence of angels entirely, treating a casual figure of speech as a truth claim to be debunked. When called out for being socially insufferable ("you must be popular at parties"), her response -- "I have no data pertaining to such events" -- is the perfect self-own. She inadvertently confirms that she is indeed not popular at parties by framing her lack of party invitations in the same clinical, data-driven language that makes her unpleasant to be around. The comic is a gentle satire of the stereotypical internet atheist or hyper-rationalist who cannot resist "well, actually"-ing even the most innocuous social pleasantries.