A lot of the upsetting metaphysics is in books two and three, but even so, the Church of the first is pretty upsetting to Christian authoritarians; in that history John Calvin become pope. Now, Calvin was one of the founders of Protestantism, and a great critic of Catholicism. Protestant authoritarians hate the Papacy, while Catholic authoritarians hate Calvin, so it's a slap in the face to both groups. And then it gets worse. Interesting question as to whether the characters with opposite-sex daemons are gay or transsexual. The sex-of-daemons is lifted from Jung; in Jungian belief, the inner self is the opposite sex of the external self. (Hey, it's Jung, he's weird.) I love Pullman, but it's not for philosophical clarity...