"Ride."

Whenever I read a big, ensemble story--Kingdom Come, perfect example--I have a tendency to get distracted from the main storyline, because I want to see what some random over there is up to. It's probably why I really did like Infinity War and its crossovers, because the tie-in books often made it seem like said randoms were also up to important doings, that maybe just weren't noticed in the main title with everything else going on. (Quasar's Infinity War plotline with the Ultimate Nullifier comes to mind!)  

That said, I don't recall if we see Doctor Strange, Baron Mordo, the Ancient One, any of those; in the Age of Apocalypse. It could be they kept to themselves, fighting threats to reality like Dormammu and such, without getting involved in the mutants' drama. They might even have relocated: I'm not sure it says anywhere the Sorcerer Supreme has to be based on earth. Or, they could have all been killed; it's entirely possible the AoA would be a world without magic. 

Anyway, traditionally in these alternate-reality stories, there's the possibility that your alternate self might not be someone you would like very much, and we're just having a bit of fun with what Satana would not like to see herself become. (If regular Kurt has any problems with AoA, he's willing to give him some slack since he came from a horrible situation; and if AoA had any resentment for this Kurt, it's tough to stay mad at him!)

Kurt's also remembering the Simpsons, season 4, "Homer the Heretic." A great episode, and one that holds some special meaning for me: I personally wasn't raised religious, because my dad liked to sleep in on Sundays! If I wasn't a godless heathen, I'd thank God for that. I think it was established pretty early after Kurt came back, that he doesn't really remember clearly his time in heaven. Of course, he was also barred from heaven and possibly soulless, but both those points may have been dropped since.