Just before the semantics of offence get lost in the fog, I would suggest the right to be offended is in two parts.

You are offended. This is a reaction therefore choice doesn't appear in this context.

You feel conditioned to be offended. What caused that conditioning ? In the example that formed the original post, someone's interpretation of their religion was not shared by members of said religion.

It doesn't have to be religious either. A member of a political party could hear a party spokesman and feel that wasn't the party they joined.

The right not to be offended is the same thing really.

Taking offence can be healthy. Even when you are not directly affected as in the two scenarios above. Both can be spurred on to influence the direction of the religion or political party.

If you have no right to be offended, it could mean you look the other way when people are discriminating against others on the basis you aren't black / gay / disabled / immigrant etc.

Luckily, a mark of decency is the ability to be offended and advocate.