Oh yes, 'damn' was not to be said by us Aussies because apparently in America it's a stronger term than it is here. Here it's about as intense as saying 'oh bother' but because in America it was stronger, we Australians got told off by Australian JWs...go figure
I once got told off for saying, "What the...?" because it's short for WTF. I didn't know that at the time because a TV show had a segment simply called 'What the?" and that's where I got it.
More on Bloody: someone got offended by me singing "Sunday Bloody Sunday" by U2.
Or how about how they say "fortunate" instead of "lucky"? That always struck me as ironic, because Fortune comes from the Latin goddess Fortuna! Much worse than "lucky" which has no direct etymological connections to a Roman deity. But you couldn't say lucky because of that scripture they used against gambling, the one about the 'god of good luck'.
But the 'world' does similar though but for good reason, not piffling like the JWs: I used to live near a town called Yorkey's Knob!! Everyone simply referred to it as Yorkey's. You know why.