Tried a serious question,didn't work, so, is this funny?, in a religious sense?

A burglar breaks into a house, he's looking for the safe when he hears a voice.....

"Jesus is watching you!"

In panic he spins round and his torch illuminates a parrot.

"Was that you? did you say that?" exclaims the thief.

"Yes it was me,and Jesus is still watching you!" says the bird.

"I couldn't give a toss for your Jesus, but you might be worth something. You got a name?"

"Moses" the parrot replies.

"Moses? what kind of religious idiot calls a parrot Moses?"says the burglar with a laugh.

The parrot caws and winks...." The same idiot that calls the Rottwieler Jesus!"