It's bad for anyone to be taught to feel ashamed of themselves especially their sexuality, and its bad for society to have people who have externalised blame and judge all things as plain right or wrong.

Any prescribed ethics is worse morally and worse for intellectual development than a considered ethics. Some of the ethical problems with Jesus are:

1) Hatred of Homosexuals.
2) Intolerance of Atheists.
3) Intolerance of other religions.
4) Favouritism towards other Christians.

And in the past it has been used to justify racism, slavery and even genocide.

Having people in power over ethics creates the problems you get with absolute power. The clergy is attractive to sexual predators, and there are a lot of people leveraging Jesus to get poor people to send them all their money.

Some of the intellectual problems related to Jesus include science:

1) Evolution. There is a natural delight in discovery of flora and fauna, especially long extinct mega-fauna, that creationists deny their children.
2) Climate change. It's weird that this is linked to religion in america, but it is. Religious people maybe think that God will come and clean up after them. But we stand in the middle of a catastrophe. Well the God-squad sit in the middle of a catastrophe.

And vulnerability to political manipulation:
3) Poor religious people tend to vote against their own interests. This is bad for the economy as policies exploiting the lower classes become so extreme that growth is inhibited.
4) Religious people are more Xenophobic than atheists. This makes them more vulnerable to demagoguery.