"So let's make it a bit more literal."
The idea behind this is that Thenyr just lost a magical duel with someone who has an issue with servants of the divine, believing them to be mindless followers...and he decided to make Thenny's form match that perception.
Obviously Thenny isn't enjoying it.
Thenyr copyright me.
Art by aggro_badger, original at http://www.furaffinity.net/view/7261832/