Actually we did see death threats - no idea if it was beheadings. From the wiki link you provided:
Serrano received death threats and hate mail, and lost grants due to the controversy.[9] Others alleged that the government funding of Piss Christ violated separation of church and state.[10][11] The work was vandalized at the National Gallery of Victoria, Australia, and gallery officials reported receiving death threats in response to Piss Christ.[12] Supporters argued that the controversy over Piss Christ is an issue of artistic freedom and freedom of speech.
So Christians do get fired up over their religion as well.
