Characters
Life after death is as improbable as sex after marriage.
— Mrs. White ‧ Clue

Behind the line May contain spoilers.
Our reading
An editorial interpretation.
The speaker compares the prospect of an afterlife with the prospect of sex after marriage, declaring both unlikely. The joke combines religious scepticism with a cynical marriage stereotype. Its humour depends on treating two very different expectations as equally doubtful, rather than demonstrating either claim.
Context reviewed