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No, because in the song's context, it is not used inappropriately. 'Damn' is not a bad word, unless used improperly. The word means 'condemned,' and that's how it's used in the song. DC Talk used 'damn' in one of their tracks as well, and I never heard controversy surrounding that one. It's a word the Bible itself uses in some translations, so it's not really an important matter. Also, from their website:
""For some reason, iTunes put ""Clean Lyrics"" by the songs. There aren't any explicit lyrics in any of our songs, in case that made you wonder -). """