Not surprisingly, even artists whose bread and butter is, for lack of a better term, "Shock Art" are afraid of shocking one group of people. It's easy to see why, though. I mean, Martin Scorsese made a movie that featured Jesus hopping off the cross and gettin' jiggy with Mary Magdalene, and he didn't so much as get kicked in the shins by an irate Methodist Sunday school teacher. Theo Van Gogh made a movie suggesting that, well, maybe Islam wasn't too hip with gender equality, and he got shot full of more holes than a Putt-Putt course and had an explanatory letter post-it-noted to his chest with a bowie knife explaining that it was because he had offended Islam. (I guess the note was for the thicker bystanders who didn't get the significance of the fact that the guy was shouting "Allah this" and "Allah that" while pumping bullets into him.)
Really though, if you're going to shock people, which is the safer bet? Episcopalians who are too stuffy to notice your existence? Baptists who might picket your business after church bowling league on alternate Thursdays (although Bubba might beat you up if he catches you at the bar he doesn't go to)? Or a religion that has, to put it as charitably as possible, some Very Serious anger management issues?