If we take religion into the context of Death Traps / Prison Planet theory, then religion makes perfect sense as a part of a larger scope of control mechanisms. Of which there are many, some of them subtle, but effective.
I disagree that the "joke" is on humanity -- until we became informed of what was going on, we were kept consciously powerless to it. That is changing. If anything, I imagine our "captors" (for lack of a good term) must fear our freedom at some level -- humans are a unique species, we are capable.
This is such a complicated, and sometimes frustrating topic.