Hi!
I can’t speak for your friend, but as a former atheist who brcame a Christian (albeit a very mediocre one) I feel like I can see both sides of this so perhaps I can offer a perspective that might help you understand each other better.
When I was an atheist, I assumed that anyone who didn’t care for the kinds of jokes you mentioned was worried that God would zap them with a lightning bolt.
Now I see it a little differently: if you see something as being of great importance, then it simply feels off / wrong / weird / missing the point to treat it as if it’s of little or no importance. In a word, it feels cringe. If such a project holds no allure for you, then you’re not missing much by sitting it out.
Not to harsh on your sense of humor, but I hope it might help to understand your friend better.
If an atheist has a weak explanation of religiosity, perhaps that atheist gets infected with religion.
It shouldn't come as great revelation, to an atheist, that to those infected with a mind virus it "feels cringe" when anything attacks the virus. That's its whole mechanism of action, its fangs. Besides, there's things like faith healing, and gospel churches, and the phrase "religious ecstacy", and all these other signs of the religious getting off on religion, so it should be obvious that they're defending something that feels precious, and are not merely terrorized.
However, if the atheist instead made a shallow assumption that religiosity is simple fear of a smiting bogeyman god, then it would come as a revelation that the religious are in fact having euphoric feelings, and this might be mistaken by the now ex-atheist for divine revelation of the way and the truth and the light, as the fangs sink in.