The works, which are shown here, are not more profaning than the works of Caravaggio. The eroticism of this work does not go nearly as far as Michelangelo did. They would fit easily into the Sixtine Chapel.
The number-of-the-beast tattooed on the neck of the artist fits - in the eyes of many - certainly well to the name of Paul V (Borgia / BVRGHESIUS) in the frieze of St. Peter’s basilica.
One could criticize that the work might continue a certain superficial Apollonian aestheticism, an aestheticism as it was postulated and canonized by Johann Joachim Winckelmann (1717-1768).
If this - perhaps a little shallow - aestheticism, which is proper to all the art in modern totalitarian regimes, is loosened with a certain provocative aspect, it is yet not nearly as bad as what the religious kitsch imposes to the world and to the faithful.
This slight reference to the iconographic patterns of kitsch (‘bleeding eyes’) replaces the very usual and common correlation between Apollonian and Dionysian aesthetics. That’s not a conceptual sin in particular, but functionally justified.
Vega’s Roman works can even be read as a subtle critique of the iconography of religious kitsch and the scandalous flirting of the Roman Church with the Apollonian since the days of Michelangelo.

Conclusion: As bad as it might be received, it’s not at all that bad.
There are certainly greater works by Vega than these ones. Their importance is less artistic and aesthetic rather than pedagogical. They point to the self-profanation of sacred art during the Renaissance in Rome and thus to the ultimate alienation of Sacred art in the Roman Church from what Sacred art should be. The art of Michelangelo and his time is so mundane, so profan, so secular that it can’t even be profaned any further.