i'd say that even if he came in expecting to shoot just the people that are shooting his character (that's how i played. you don't have to shoot innocent bystanders), it's an inherent part of the genre to make the act of shooting fun. maybe there are a handful of comparable games out there that intentionally make the shooting not fun, but the number would be so small that you could hardly expect that sort of treatment of violence when picking up a shooter. it's a significant draw for the game. yeah, people play the bioshock games for the story too, but the presence of shooting has always been prominent (i haven't played bioshock 2, but you'll forgive my leap of faith in assuming that there is a lot of shooting and it's not meant to be unenjoyable).
even if he was playing games with the treatment of violence, he could have also done so with the baptism. the player character (it's a character with a voice and backstory. he is not meant to be just a shell for the player. these components are made clear even before the baptism) doesn't see the priest and shout "hallelujah!" or anything. he grumbles to himself and begrudgingly lets the priest do his work for sake of getting into the city.
it just really seems like a situation where someone came into the experience looking to be "offended."Possibly, but surely you see how arbitrary this is. Someone previously brought up games that make you kill kids. Would some people have a problem with that, and have no problem with that same game making them kill adults? Of course lots of people would have a problem with it. You can argue that they're hypocrites, you can argue that since they have a problem with kids getting killed that they should have a problem with ALL of the killing. But that's sort of beside the point. It's pretty ridiculous and pointless to argue over what people should and should not get offended by, they either get offended or they don't. I know there's stuff that I would be offended by, I wouldn't play a game that I thought was promoting a racist agenda (aliens and mutants don't count). As long as there's stuff that would offend me, I don't have any business looking down on someone else for getting offended over other stuff.