"Paddy and Mike had just" joke

Paddy and Mike had just arrived in New York from Dublin and were walking
around the city. Since they didn't know about traffic signals they crossed
the street at will and were almost hit several times. Finally, Officer
Flaherty spots them and comes running up, yelling, "Are ye daft, crossin'
on the red?" "Pardon us, constable," Paddy says, "but we've just come from
the Old Country." "Ah, well," the cop says, "that explains it. Listen,
you only cross when the light is green. Ya got that?...only on the green!"
So Paddy and Mike continue their walk, and they wait on the orange and red
and only cross on the green. After they wait through a few orange and red
lights, Paddy turns to Mike and says, "They don't give the Protestants much
time to get across, do they?"