As artists do we have to censor ourselves?

Yes but by the time you arrive at the final version - you have done enough of this. If you don't like the reaction to it at this point - you may choose to take action to limit the effect and any possible offence (like the donkey/pope song). Or you may not.

But surely any positive statement risks causing offence to somebody - does this mean that we should not ever make any positive statements?

This is probably the test of music. For music that does not risk being thought unpleasant sounding is probably not going to inspire anyone either.