The best training ground for "not wanting to be offended" is where the offence takes on a painful level. Similar to when in fighting sports competition you first take a few punches that throw you to the mat in order to learn to dodge the blows. Every hit a worthy opponent lands on you can be honoured and after you get a bloody lip, signal to him a "good fight". If you put it in that context, it would be irrelevant to be offended because it doesn't do you any good to feel offended, but to frame the offence as a challenging sparring offer.
So if a message manifested by a statue offends you, like in your given example, you don't recognise it as a training opportunity, but as a thing that needs to be put out of sight. This, however, is a bottomless pit, so anything that could be offensive must be removed from perception.
In science, if it is properly understood, a thesis is not angrily chased out of the yard because it offends, but because it has been falsified, i.e. it is recognised that every theory can be disproved and then, without particularly negative energy, the old is replaced by the new without the sensationalist urge to expel it.
An offence is just an offence. It does not kill nor threat. A kill is a kill. A threat is a threat. To equal offence with threat, for example, is what happens a lot, from my point of view. But it's not the same.
it's not like once a statue is created, humanity has to live with it forever.
True. Statues change all the time, are removed and erected.