During World War I soldiers relied on horses for transportation on the battlefield. The introduction of chemical warfare at this time meant horses had to be just as protected as their human counterparts so they were fitted with gas masks over their muzzles to prevent them from inhaling poison gases such as chlorine and phosgene.
Link - Via Archie McPhee
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oneself has somehow fell under the good graces of an imaginary sky god with the assumption that some poor sap has somehow not gotten the golden ticket in life. "But for the grace of god goes I" is equivalent to saying "Sucks to be you." It's a snotty egocentric saying. I don't think it was the writers intention to sound that way, but it comes across that way.