The version I like best is:

Aliens arrive on earth and visit various people. The first religious leader they meet is the Pope "Do you know our lord and saviour Jesus Christ?".

"Yes, he comes by every few years".

"Every few years? We have been waiting two thousand years for him to come back!"

"Maybe he does not like your chocolates"

"What do chocolates have to do with it?"

"When he first visited us we gave him a big box of chocolates. What did you do?"