If you like Kaurismaki's dry humor, you might go for this sequel. It does have its funny bits . . . but a lot of them might go right over your head. I don't think many people would recognize the voice on the radio as the Leningrad Cowboys (L.C. hereafter) check into the hotel with the portrait of George Washington on the wall (Billy Graham, preaching on Isaiah 51:11) and I'm sure there are other things that I missed. It's basically the funny bits that make the film, I guess - the disjointed, non sequitur nature of the film being part of the joke.
You don't really have to understand *why* there are two sets of L.C. (Mexican & Finnish), or the trip from Mexico to Coney Island, or their old manager Vladimir appearing there (claiming to be some reincarnation of Moses). You just have to go with the flow of the zaniness - which includes Moses stealing the nose of the Statue of Liberty (we see the NY Times headline "Statue Nose Stolen" as it's read by Andre Wilms - the bad guy Shemeikka in the 1999 "Juha" by Kaurismaki) who follows the group and claims to be the prophet Jeremiah (or Elijah or Isaiah - he seems to change his identity along the way, claiming to be a CIA agent at one point).
Other amusing bits include the flight to Europe on a prop plane with Moses on the wing holding the nose of the Statue of Liberty, the L.C. playing one song at a Bingo place in France - getting paid in blank Bingo cards and one of them immediately getting "bingo".
There are a number of biblical allusions: Moses walking on water across a pool; Moses and Jeremiah trading quotes, some real ("never cook a kid in his mother's milk", others faux ("do not eat any disgusting thing"); and Moses getting water from a rock (by drilling it with a jackhammer) are just a few. I'll let you guess how he comes upon the burning bush, where the golden calf comes in, and how they run into Kirsi Tykkylainen singing "By the Rivers of Babylon" - lyrics from Psalm 137. (She also sings "Those Were the Days" in the 1992 short of the same day and in the 1993 "Total Balalaika Show").
Going over it in my mind, I'm finding it funnier than when I first saw it. Maybe I was a little tired then; perhaps conflating the events I found amusing lets me forget the bits that dragged for me.