I don't see what this quote is supposed to mean, besides a deep-wisdomy way of saying that you don't want to take responsibility for the consequences of your actions.

Ah, it's not really about locus of control: the context is destitute people falling ill due to contaminated food. It's more about situations where bad things happen that are not readily controlled or avoided due to lack of knowledge or circumstance.

The point of the quote is that it is no more comforting to be Job, and to have your family killed and everything taken from you because it is a deity's plan, than it is to be a moral nihilist who has your family killed and everything taken from you because the universe is a cold and unforgiving place. To many people, Job's deal is less desirable, because railing against the fundamental unfairness of the universe is a lot more socially condoned where a lot of deities are lightning-bolt-happy.