From interview with informant:
“So there was this one day this very pious man got trapped on top of his house during a flood. And then there was–a rowboat came by, and the guy rowing the rowboat was like, ‘Hey, get in the rowboat, you know, I’ll save you.’ And he was like ‘No thanks, you know, I’m a religious guy, I pray every day, I go to church. God we’ll save me. It’s awesome. You know, I’m good. God’s got me covered.'”
“Then a jet-ski comes by, like a guy on a jet ski, and the guy on the jet ski goes ‘Hey dude, get on the jet ski, survive. We’ll, you know, we’ll get out of here, get to safe ground.’ And he’s like ‘Uh, you know, uh, I’m a Christian, it’s cool. God loves me, he takes care of me. Jesus loves me. I go to church every Sunday, I’ll be fine.'”
“Then another guy comes by in a helicopter and this, like, safety patrol team is like getting people like airlifted out and he’s like ‘No, I’m good helicopter, it’s fine, God will save me.’
“And then he drowns. And he gets up to heaven and he talks to God and he goes ‘God, why didn’t you save me, why did you let that happen to me?’ And God’s like, ‘I sent you a rowboat, a jet ski, and a helicopter.”
He then briefly reflected:
“The priest who told it to me said like, that was like a joke priests invented to like, sort of inspire religious faith and, you know, God can only help so much, or some crap like that. Like God can only help those who help themselves.”
I agree pretty much entirely with that interpretation. I have no idea if that joke began with priests or not, but it certainly might have. I’ve definitely come across this piece a few times over the years, so I suspect it’s a fairly common example of religious humor.