At first I was gonna write “Why didn’t you explain to him why Baptist church is called like that?”, but then I remembered cases when people say something so profoundly stupid to me, that I judge they’re too far gone to warrant any explanation. If it was someone with a half-working-brain I’d still try in a friendly way to give them some more context and expand their thinking, but there also such people (especially if they are some blowhard personality) that you just put a mental note to stay very far away from them out of caution.