I dont get it.

I have a habit of laughing at my own jokes.
As for the expression itself, it's meant as a taunt towards a vanquished enemy.
For example, when fighting a muslim, you can say "Allah can't save you now" etc.
You can even do it to atheists: "Dawkins can't save you now, muahahaha" etc. It's the same principle :D
You're asserting your ideological/spiritual superiority on top of whatever other superiority you've just confirmed – be that physical skill or your minesweeper skills. Works great in online games, for example.