Simply put:
- Contemporary worship services stereotypically include both free-form prayers and music accompanied by guitars.
- Traditional worship services stereotypically include the recitation of set prayers, and do not use guitars.
In the joke, Mary makes a slippery-slope argument: that if she diverges from what is "traditional" in one area (changing the words of her set prayer), everything "traditional" is threatened (guitars will be used in worship).
More fully explained, the joke makes sense when we crudely divide Christian worship services into two groups: liturgical and non-liturgical.
The defining characteristic of liturgical worship services is that the order of events is predefined, or scripted, and improvisation is avoided. But the stereotype of liturgical worship is that it is formal and antiquated. Most relevant to the joke, liturgical worship often includes the recitation of a written prayer. Furthermore, the musical accompaniment in liturgical worship, if there is any at all, is often limited to an organ, piano, or bells, to the exclusion of guitars and drums.
In non-liturgical worship, more improvisation is permitted during the worship service. The minister's prayers are more likely to be extemporaneous (made up on the spot). And in many non-liturgical worship services, different instruments are used, such as guitars.
Historically, the transition away from reciting prayers and toward extemporaneous prayers occurred long ago in many Christian denominations. In many of those churches the more recent transition has been to move away from traditional musical forms (hymns, etc.) and toward contemporary forms, often accompanied by a guitar.
Thus Mary is making a slippery-slope argument: that if she changes the form of her prayer, soon guitars will appear in the worship service.
Of course, the joke relies on a stereotype of liturgical worship – in reality, there are many liturgical worship services where guitars and set prayers coexist. And in at least most liturgical traditions, prayers said at home may be freer and more extemporaneous than those said during the worship service, so Mary wouldn't be doing anything wrong by modifying her prayer.