Possible idiomatic reference to the site of Christ's crucifixion in the Bible.
Compare with "... the great city, which spiritually is called Sodom and Egypt, where also our Lord was crucified." (Revelation 11:8), "And they bring him unto the place Golgotha, which is, being interpreted, The place of a skull." (Mark15:22)
Eunuch: "What's going on over there?"
Leper: "They're leading Jesus all the way out to Bumfuck, Egypt to be crucified, hanged, whatever..."
"Bumfuck Nowhere" refers to a remote place, somewhere in the middle of nowhere, or a small town where almost nobody visits, so you see the same faces a lot, if any at all, depending on where you are.
"I had to go visit Terri in the middle of Bumfuck Nowhere. Why doesn't she just move to the big city already?"
"She's fucking crazy, don't you know? The bitch owns like 12 cats. She's the crazy cat lady who lives in the middle of Bumfuck Nowhere."