I think he was just showing he's a fuddy-duddy dork about the Pride Parades, he said he'd happily join them if it wasn't for the costumes. Now, does he really believe this is the reason for the "backlash?" Highly doubt it. (only fuddy-duddies like Miles will buy this).

He then made a serious point about the impact religion has on this latest survey, he said he'd happily help Pride eradicate all Abrahamic religions but, it's not going to happen, they're wasting their time.