I’ve heard that this was a joke by Garrison Keilor (not sure if it was from “Prairie Home Companion”):

“It seems that when Ollie first met Lena he asked her out for a Friday nite dinner and as they were seated he asked her if she would like a drink. ‘Oh no, what would I tell my Sunday school class!’

“Later after dinner he offered her a cigarette and she refused saying, ‘Oh no, what would I tell my Sunday school class.’

“And so on the way home they passed the Romeo Motel and Ollie asked, since it was early, if she would like to stop in.

“Lena enthusiastically replied, ‘No sure, I’d like that!’ ‘What are you going to tell your Sunday school class’, asked Ollie.

“‘I’ll tell them what I always tell them - you don’t have to smoke or drink to have a good time!!!!!’”