I don't find the sculpture offensive, since chocolate is a not-uncommon medium for sculpture and Jesus was most likely crucified naked, since that was the usual Roman m.o. He was shamed in addition to just (!) being murdered in a horribly painful way.
My favorite part about this whole thing is that the article ends with this immortal line:
"The artist, Cosimo Cavallaro, whose other projects have included covering a house in five tons of cheese and setting fire to a grand piano, was also not immediately reachable."