True. But "god" is an adjective as well as a noun, and a proper noun too, right? So if someone refers to God, he may or may not be referring the Christian one... 'god' being an English word for any deity, as well. Only the context of someone's speech and personality and circumstance would be able to reveal whether he is or not. And in films and books etc., you frequently get (sometimes non-religious) characters refer to God or a god as though he or it is a person they know, sometimes hopefully or cynically, but we don't know what God they're referring to particularly. One off the top of my head - what Riddick says in Pitch Black, for example. We don't know which god he means; we might assume he is talking about the Christian one but we can't even be sure if he really believes, or is referring to Fate or chance or some other force of will that he seems to think of as malevolent. Another might be when god is used in informal language or as a curse... "oh my God!" "Jesus Christ!" etc. The context should determine whether the character is really talking about the Christian God in seriousness or not.
If Nero said anything specific, like "You know, Jesus...", then you might have a problem... but he said "god", which could just be Nero getting philosophical about causality... he may not literally be talking to a god, and I doubt he'd be talking to the Christian God, since there is no sign of Him in the DMC games anywhere else.
I always thought it was weird the way Nero refers to god like that. If he's in the Order, it kinda implies he doesn't believe in Sparda, (unless Sparda is god to them? But then why not use the word 'Sparda?' or some other word they have for him, to avoid confusion?) and if he's simply talking to himself, they didn't need to add the 'God' in there really. :/ If he does believe in a god, I doubt it's meant to be the Christian God specifically, and there's no way to know. It's up for interpretation I guess. Everyone's idea of god is gonna be their own.
So... it's still not a definite reference to the Christian God or any other. You'd need to use language like Jesus, Yaweh, Allah, The Lord, Shiva, etc. ...I think the word 'god' alone isn't offensive unless the person listening assumes it always refers to the god they believe in. Which would be their mistake I suppose.