"I don't know what that is," Bellamy states simply. He's never heard of Catholics. Religion was something he knew about. Denominations, not so much. So, the joke probably went over his head.
He gives a bit of a sigh," It probably did, since he's dead back in our world. And he caused a bit of a... lets just say, you don't want to be compared to him." Not when Finn had enough death on his hands. Honestly? They all did.