I don't think it's lumping everything together. It's criticizing the rule "Act on what you feel in your heart." That applies to a lot of people's beliefs, but it certainly isn't the epistemology of everyone who doesn't agree with Penn Jillette.

The problem with "Act on what you feel in your heart" is that it's too generalizable. It proves too much, because of course someone else might feel something different and some of those things might be horrible. But if my epistemology is an appeal to an external source (which I guess in this context would be a religious book but I'm going to use "believe whatever Rameses II believed" because I think that's funnier), then that doesn't necessarily have the same problem.

You can criticize my choice of Rameses II, and you probably should. But now my epistemology is based on an external source and not just my feelings. Unless you reduce me to saying I trust Rameses because I Just Feel that he's trustworthy, this epistemology does not have the same problem as the one criticized in the quote.

All this to say, Jillette is not unfairly lumping things together and there exist types of morality/epistemology that can be wrong without having this argument apply.