I would just explain “that’s not my kind of movie” and be done with it.
Besides, you know yourself better than any of us internet-based, self-appointed experts. If such movies make you uncomfortable, don’t go.
Suggesting an alternative is a good idea–not just a different movie, but a different activity. Around here, there are lots of local live-theater productions that offer good entertainment at affordable prices. Or take in an art museum. Or go to a rodeo (the only sport I can think of that typically begins with a prayer).