Okay, first of all, the saying "Bill Maher is a comedian" is not a good way of sweeping his opinions and statements aside. People are not one thing; he's a comedian, he hosts a talk-show on HBO, and he's a cultural critic. Naming someone's profession as a way of writing off their opinion is more than a bit silly.
Secondly, yes, mathematics are based off of arbitrary statements called axioms, from which all theorems are derived. But you do not have to believe those axioms are absolute truth for Mathematics have uses. Religious systems don't have any concrete use to be derived from them even if they are true beyond the placebo/positive thinking effect. Comparing religion and math in such a way is absolutely absurd.
Lastly, Religulous is nothing special. It says the same things that agnostics and atheists have been saying for years in a form that is more palatable to the average person who doesn't naturally question religious beliefs. Nothing stated in his documentary is new, communicated in some excellent way, or particularly funny even in my opinion. I've been a part of the skeptical movement for several years now and I don't see how Religulous is even that much different from Penn & Teller Bullshit's episode on the bible. If anything I didn't like it as much as other skeptical works on religion.