How to electrically ground a gas furnace connected with an armoured cable
Someone forgot a fitting

Normally, armored cables (like yours) are brought into a box using a fitting designed to clamp the the cable armor, grounding it to the box and also providing a strain relief for the cable inside.  Your furnace installer didn't have that fitting on hand, though, so they simply shoved the cable through the hole and shoved a "redhead" bushing into the end of the cable to protect the wires inside, leading to the mess that you see here.

So, with the breaker off, I would undo that armored cable (including taking the "redhead" out), get the correct fitting, insert the fitting into the KO and hold it on with a locknut, cut the bonding strip off at the end of the cable armor and insert the cable into the fitting, insert the "redhead" into the armored cable again, and reconnect the hot and neutral wires.  Then, you'll at least have this furnace properly grounded.