Not religious nor an expert on this, but as far as I know:

"Taking the Lord's Name in Vain" is the technical term in Christianity for using words that refer to God/Jesus in any context that isn't directly referring to them, which is considered a form of blasphemy. The majority of Christians, Catholics especially, believe that even expressions like "oh my god!" or exclaiming "Jesus!" when surprised constitute taking the Lord's name in vain, or as is what is happening here, where you use Jesus for something unrelated to him. And the bible does make it very clear that blasphemy is worse than literally any other sin.