I saw the skit, and it was actually pretty funny. It mocked (a) other Biblical movies, like the upcoming Noah, and (b) her own show, which I guess features a lot of nudity. (I haven’t seen it.) It did not mock the Bible, unless you think Hollywood special-effects blockbusters based on Bible stories are the same thing as the actual Book.
I don't watch SNL, but the transcript of the skit sounds kinda funny. Sort of makes fun of how PC the whole gender studies types of females are.