It is a message that there is no smoke without fire. The "intellectual" (note the glasses) has a seemingly convincing argument, but is shown to be a fool. The suspicion of sinful, non-procreational sex (notice the falling leaves, which do not play a reproductive role in trees) turns out to be true.
This belief in smoke without fire feeds into the conservative tenets of anti-intellectualism, the tendency to assume guilt based on prejudice and fuels paranoid conspiracy theories. It is also a meta-dog whistle confirming that yes, those other dog whistles the comic uses are really what you think and not just coincidental.
you may have heard the phrase "god works in mysterious ways". This is clearly one case of such. Clouds do not normally behave like this, it's closer to what you might think of smoke. And where do we see white smoke? That's right. When the Papal conclave has come to a decision for the new Pope.
Remember: on the internet, nobody can hear your tone of voice. If you want your dry jokes to land, you'll likely need to use "/s" to show that you were being sarcastic, otherwise people might think you're being serious about such an obviously absurd, irrational stance, because there really are people who would believe the things you joked about.