I was raised Catholic. Went to church every sunday, CCD program 2 weeks every summer, Reconciliation program, and then saturday Confirmation program up until I was 16 years old and Confirmed. My parents still go to church every sunday and my dad is very involved in helping the church.
That said, I have no problem using "oh my god" and have never gotten in trouble for saying it. I did get in trouble for using certain phrases involving Jesus when i was at that age of testing my limits with my parents.
Honestly, I don't see what the big deal is. It is just a phrase used to exclaim shock or awe now a days and is not used to be disrespectful, or to take the Lord's name in vain. I think the way it is perceived is generational, and depends on where and how you were raised.
As far as "goodness", "gosh", and "gee whiz" being used, i'm even more confused about how those terms can be offensive