Eh? Odin’s a Norse god, a pagan deity. Quotee is Christian, so what does he care if Odin puts on a dress and does the Can-can? This is obviously a case of him being desperate to find something that offends him.
And personally I thought it was a good, entertaining film, the best of the three Thor films (a rarity in second sequels, maybe the only case).
On a related note a neighbour of my mum’s has recently named their newborn son ‘Odin’, which I thought was staggeringly inappropriate, naming a little baby after someone who usually appears as an old one-eyed bloke with a broad-brimmed hat. Not as inappropriate as ‘Anakin’ though, like the kid of a regular where I work.