So I've finally seen the bit of the show they've got their knickers in a knot in context, and I reckon Elmo and the "Christian" nationalists he's pandering to REALLY wouldn't like going to an exhibition of Renaissance art, because that imagery is everywhere.
The Smurf-like Greek god of wine, Dionysus, is a clue.
Here's just one example:
Feast of the Gods by Jan van Bijlert (1598-1671), depicting a wedding feast on Olympus.
Right? It's obvious when you actually watch it instead of reading a description.
@DyDave it's clearly a bacchanalias...