I'd like to talk about another angle to this whole affair. It's a question of who owns such cultural icons nowadays.
Judas is a well-known Bibical character. Most of us know that he betrayed Jesus, was the disciple bribed by the high priests. The thing is, Judas has become an internationally-recognised figure. His name is even synonymous with betrayal and being mercenary.
In such a situation, I argue that Judas has become genericised. The Christians don't own the right to use Judas. Lady Gaga can use him any way she likes.