I didn't even see this, but I don't think the Satan joke is that hard to understand. Think about it.
Hell, in the minds of most people, is "down," toward the center of the earth. If Rod were there, then he could say, "Come on down!" to people who are destined for that locale after death. If he's in heaven, well, he's going to have to say, "Come on up!" and that doesn't make for as good a joke (if you consider this a good joke, which I don't) since it requires changing Rod's signature line.
Got it?