One day while getting a Manhattan at his favorite bar, Jesus Sees Satin. He then challenges him to a dance off and Jesus went all street free-style while Satin did Ballet. When Satin lost, he punched Jesus in the face and then Jesus was mad and reincarnated Goku so he could use a Kamihami ha or whatever on Satin. This is how Jesus died because then Goku accidentally hit Jesus with the kamihami ha while getting a Shirley Temple.