Yes, this was in the United States! They knew about religion but no one had talked to them about Jesus. We assume that in a "Christian" country (it is not), that Jesus is well known. That assumption is wrong. Sure people know the name but there are many like those above who have never been told that the Gospel is about a relationship with a person - Jesus.
Far from being offended, this couple was intrigued. I am sure it will lead to further conversation. As you interact with people, don't assume that they understand that Christianity is about a Savior with whom they can relate and enter into a personal relationship because of the incarnation. It is a life changing revelation!