I'm old school. If a joke has to be explained, it's most likely not going to be worth it. Wait until you're less drunk and, if you want, go back over the exchange; all the pieces will still be there.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'