After decades of inviting, pleading, cajoling, the Lord finally accepted the Devil's invitation to come to Vegas and see the playground Satan had built. Satan was beside himself, this was a shot at forging an alliance he had been working toward since he chatted with Christ in the desert. Punk kid, who needs Him? The Big Guy was coming to town!! All of Satans minions were given orders to really roll out the red carpet, this was the MOST honored guest ever to hit the casinos.
At last the big day arrived, and God Himself strolled up to the blackjack table. The dealer gave them each a face down card, then a face up one. The Almighty took a peek at his hidden card. He pushed a few chips toward the center of the table and said "I'll hold."
Lights began to flash, sirens began to scream, ladies began to faint and grown men began to weep. An announcement came over the PA system letting everyone in Las Vegas know, the Alpha Bet had been made.

Bada BING, you been punned!
See, it is funny because God refers to Himself as "The Alpha and the Omega" and "alpha" also means "first" or "highest" PLUS it is the actual start of the list of letters we call the "alphabet." So when God walks into a casino (which is a pretty funny premise on its own) you think He would be there to do a little Sodom and Gomorrah number on them but no. He strolled to a table and placed the first bet by the highest deity...

🙄

No, it is OK, you don't really have to laugh at puns, you can roll your eyes and groan in appreciation too!