I took the joke as a good-natured hint to Steve that a little humility might be welcome.

I found it funny because of the repurposing of the old
"doctor" jokes to make that point. Frankly, I found it even funnier that Shaw upped the arrogance level because of the joke. Does he get it or is he playing along?

He seems to be painting a picture of a universe that has no God for one very good reason, because there is not room in the Universe for omniscient intelligence other than his own.

Very amusing.