Mein Herr, quoth ... Roxie?
"You'll never turn the vinegar to jam, mein Herr" - obviously, this is proof as to how very religious Sally is. So she'd never tell Jesus she'd been screwing Maxwell (which is basically fooling around skipping dinner) either. Hence, he couldn't counter with a "I do too". And the meaning of it all? Either, Maxwell is too damn ugly for even Jesus Christ (with all his mercy and compassion) OR The Son's just not into guys.