As much as I disdain Frank and his phoniness, he probably meant that we shouldn't make fun of other religions. Either that or he's really letting his kneejerk Marxist lust for control be manifested.
So you would go to a Charlie Hebdo-like march where they are mocking the Pope, Jewish rabbis, Jesus, Mary, and have pics of the Dung Mary painting and pics of the Piss Christ - along with Charlie Hebdo pics mocking Islam?