Not my cup o tea but since SNL is usually political satire, let me see if I can figure it out.
Christians are (right or wrong) identified with the right in this country. The right (true or not) is identified as liking Rambo-ish type violence.
In your face is what SNL does. I think it's not so much about Christ as it is in his supposed followers and where their hypocrisy lies??
Just guessing. No I didn't care for it but didn't get offended by it. On the surface it looks very disturbing like it comes out of the mind of a deranged child. On closer examination and in light of the show's history, I'd say it's asking us (as Christians) to look inward, and it's asking non Christians to view the hypocrisy.

That doesn't mean I agree with those statements either, just trying to break it down.