Like @smudges I don’t necessarily see it as sacrilegious, just highly inaccurate. He never dressed like that and certainly not when he was buried. From what I can gather, he was not naked when crucified, wearing only his tunic (undergarment) that covered from shoulders to legs. When he was buried, he was wrapped in a cloth as per Jewish law of the day.
The only possible sacrilegious aspect of this painting would be in trying to slowly altering the facts so that you can depict an alternate reality, slowly changing what people believe. But from this aspect my opinion doesn’t count. That is between the artist and God.
The other thing to look at with the painting depicted in the question is how people view it. Non-Christians can feel whatever they like about it, but this picture was commissioned to be used in a very important ceremony in Spain. If it offends the true believers, then I’d say it is inappropriate.