Since this seems to be the month to get really pedantic about stuff…
Self-mutiliation through self-flagellation is not a behavior limited to religious zealots, and there have been new studies done to suggest it might be a manifestation of OCD.
Self-flagellation, without the pointy bits at the end of the flogger, is a common practice in many sects as an element of meditation and prayer. It is also used by some folks just for fun. Media portrayals tend to focus on the bloody versions rather than the sane ones, because that’s what media does.
I’ve engaged in the version of this that doesn’t cause any noticeable damage to the body. Basically, I was using my back as a drum while dancing around chanting mantras. Can’t say that it particularly helped the experience for me, but I could see how it would click for some people.
TL;DR: joke was funny, explanation of joke perpetuates a stereotype that I find inaccurate and boring.