I found the 'joke' deeply offensive.
IMHO, in the additional circumstances of current public debate on the separation of church and state, perceived attacks on the Constitution, an extreme fundamentalist christian as Attorney General, America's enemies accusing the government of waging a religious war; the 'joke' about the US Marines being in the service of the christian god was particularly insensitive and inappropriate, though it would have been 'wrong' at any time.
There are a lot of very funny ethnic, racial, and religious jokes. Most of the best of them poke fun at, or illustrate consequences of, ethnic, racial or religious general characteristics. One classic example that springs to mind is the old one about how do you tell a Catholic from a Baptist - The Baptists don't say Hi when you meet them in the liquor store....
But some of those jokes are not really humorous, they're typically just plain insults, or based on 'the different getting their come-uppance'. Typically no-one except a member of the 'in-group' finds these even mildly amusing. One of these that springs to mind is the one about a cowboy, a native american, and an arab stuck in an airport and 'shooting the bull'. The native american remarks that once there were very many of his people in America, but now they are few, the cowboy says 'Funny, there used not to be that many of my people in America, but now there's millions of them. The arab says 'There have always been millions of arabs, and there still are today.' The cowboy looks thoughtful and says 'Maybe that's because we ain't played Cowboys and Muslims yet...' I can tell you that I've never seen anyone but an american laugh at that one, most other people just look disgusted.
I hope you can see what I'm getting at. The joke at the top of this thread was one of the latter kind. I'm hoping that just needs pointing out..
It isn't anything to do with Political Correctness (which, incidentally, I despise). It's about whether the 'joke' is about humor or despite.
Let me emphasize, as vetteman pointed out, I'm not calling the poster a bigot, I'm objecting to that 'joke'.