Agape and Eros <!– [alt. edition] –>(pp. 202-204):
"Modern men," [Nietzsche] says, "hardened as they are to all Christian terminology, no longer appreciate the horrible extravagance which, for ancient taste, lay in the paradox of the formula, ‘God on the Cross’. Never before had there been anywhere such an audacious inversion, never anything so terrifying, so challenging and challengeable, as this formula; it promised a transvaluation of all ancient values."… But "God on the Cross" is only another name for the Agape of the Cross… The idea of Agape is by no means self-contradictory. On the contrary, it is a quite simple and clear and easily comprehensible idea. It is paradoxical and irrational only inasmuch as it means a transvaluation of all previously accepted values.
Clarification
Maybe the quote does not make sense when lifted from its context.
The idea is that the message of the cross is not offensive because it is unclear or ambiguous but rather because it clearly and unambiguously contradicts the idea that love is acquisitive, seeking its own advantage in some way.