Usopp’s lack of life experience really shows in this episode as he is completely terrified of the stormy weather while the rest of the crew is entirely nonchalant. I think this continues to reinforce the diversity of the crew Luffy is trying to assemble, and even Nami & Zoro wanted Usopp to join them even though they were aware of his immature tendencies.
We see everyone’s lack of experience in the supernatural when they discuss what actually constitutes a god and what qualifications a being has to have to be considered a god, and this is great world building that doesn’t assume a standardized culture of religion but instead a disparate colloquial folk knowledge of things beyond the understanding of normal people. There are clearly remnants of religious culture poking through, but the unclear definition of godhood points at a post-apocalyptic setting in which the echoes of past beliefs are still reverberating in current conversations & emotions.
The character of the Jack in the Box guy is solid commentary on the concept of some people who take their prison with them everywhere they go. He has grown into his uncomfortable situation to such a degree that it would cause him physical pain to leave his box, but being stuck in the box ensures he cannot reach the treasure he so covets. However, he still doesn’t want anyone else to get it, because he considers it his, even though he cannot utilize its value in a way, shape, or form. We then see that after he learns there never was any treasure, he feels free again, even though nothing has changed about his situation, it is only perspective. He is still stuck in the box & has no treasure, but because he has seen the truth & the truth was empty, he is able to move forward with his life and focus on what is actually important to him.