There's a difference between being sensitive to everything and being sensitive to a sacred religious ediface.
I watched my new stake center, two months from completion (right next to the St. George Temple) be burned to the ground this winter, by a hateful arsonist. They are currently rebuilding it again. This was an emotional hardship for many in my stake, myself included.
Then there have been two more LDS churches burned/vandalized recently in the state of Utah. So yes, some people are sensitive to this, joke or not.
You know what they say about jokes... there's a bit of truth in every one.