According to Osho, he mocks politicians because politics is deception—an urge to control others—and thus irreligion. By making fun, he punctures their hollow pretensions and warns seekers not to get entangled in power games. True religion is mastering oneself, not possessing others. A simple joke exposes their emptiness more effectively than serious attacks, giving faint meaning to otherwise meaningless roles.
He jokes about politicians to show that chasing power over others is empty, and to remind you to rule yourself instead.