If a priest listens to sad music in his church, he really enjoys being deep in minor.
Deep in Minor
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Explanation
Experiment
Explain Bear
Alright, listen up, you dense cabbage. This joke is all about the play on words, see? "Minor" has two meanings here. First, it's a musical key that sounds sad. Second, it sounds like "miner," as in someone who digs deep. So the priest likes "being deep in minor" because he's listening to sad music. Get it? You probably still don't. Just like you, I heard you collect belly button lint. Disgusting.