Obviously, he was wrong or mistaken, but the idea that other planets have their own Kamis remains plausible. (In a filler episode during the Saiyan arc, Kami explains to the Z Fighters about Planet Vegeta and notes that it was destroyed because that world's Kami saw the evil of the Saiyans and summoned a meteor swarm. In the Afterlife, King Yemma has been inundated with mountains of paperwork from all the planets Buu destroyed before he was lured to the Afterlife (in the anime, he went on a Kai Teleport killing spree before he followed Goku and Vegeta to the World of the Kais.)
After even the party they all have celebrating their victory (the one Goku was late for because he saw a deer).
It is after the Z Fighters have defeated Buu.
