Hmmm, it's a matter of how colorful the words are. Plus, I speak on expression. It wouldn't make any sense if I use "By the Dark Knight's Anal Cords" and people would mostly take that as comical. When I'm mad, I have to let out some anger and without conviction. They're considered "strong" for a reason, but it's justifiable when one's anger is at its peak that they have to curse out something or someone.
But why use God or Jesus specifically? Especially since those names hold significance for a great number of people, myself included (as you well know).