I think the main reason that they might be offended is the fact that the gods of their very much alive and practiced religion is coupled up the gods of old, dead mythologies rather than actual modern day religions
list taken from their website:
Current List of Gods
Greek: Zeus, Hades, Arachne, Artemis
Norse: Odin, Ymir, Hel,
Chinese: Sun WuKong, He Bo, Ao Kuang
Eyptian: Anubis, Ra, Bastet, Sobek
Hindu: Kali, Vamana, Agni
http://hi-rez.custhelp.com/app/answers/detail/a_id/459/~/smite-closed-beta-frequently-asked-questions
that is dangerously close to actually imply that their religion is actually just a mythology while Christianity, Islam and Judaism are real religions (they all have a god that have been depicted in several ways, and plenty of deity-like characters like the devil, demons and angels that could be well implemented but aren't)
I know they aren't actually saying that, but the implications are there.
just sayin'