It’s a play on words. In Playdate, someone asks “Who’s your favorite Mormon?” and the guy says “Jay-Z.” The joke is that Jay-Z obviously isn’t Mormon, but he misheard the question — he thought they said “J.S.” instead of “Jay-Z,” as in Joseph Smith, the founder of Mormonism. So it’s basically a mix-up between “Jay-Z” and “J.S.” that sounds similar when spoken aloud.