"If you were a policewoman in my dream, you'd have a leather jacket." Graham scrunched up his face. "In small-town-land, we're very tough. We wear leather and demand that our prisoners smile before we release them." Okay. So maybe he was playing up the ridiculousness of it all to cheer Buffy, because fighting demons didn't sound amusing at all.
"...so was the preying mantis a demon? I don't know much about demons, I'm afraid. I'm a terrible Catholic."
But then, he never thought he'd need to know those sorts of things. Responses. Which direction to go when you crossed yourself. What all the beads meant on the rosary. All of those, yes. Demons? Not so much.