The speaker is unwittingly demonstrating the fact that he does not truly "have faith." Joe felt within himself that he believed, which he considered to be the same as having faith; but he needed some sort of evidence that would validate and confirm his reason for his belief.
According to the Bible, "faith is being sure of what we hope for and certain of what we do not see." (Heb. 11:1) If a person needs to have concrete proof of something, in the form of being able to see or touch or rationally explain it, that person does not have faith in the reality or existence of that thing. The essence of faith is being able to believe and affirm the truth of the thing without any tangible evidence or proof.