Jesus being a pederast doesn't have much of an effect on the storyline, but it provides context into the background of the character, so he's not just merely a competing bowler.
Another example of an even more seemingly irrelevant detail is when Jackie Treehorn starts sketching something on a pad upon receiving a phone call. When it's revealed to the audience what it is, not only is it surprisingly funny, but it hints at who Jackie Treehorn is. Maybe he's in his line of business because it means more to him than just a lucrative enterprise.
These kinds of "irrelevant details" are fairly common in films by the Coen brothers. When I think of their film Raising Arizona, I'm pleasantly reminded of how it's revealed that the evil nemesis just happens to have that same tattoo as HI.