I never heard before that Goyim get offended by being called non-Jew. I would guess that it’s unusual and not something to be concerned about. I could be wrong but I don’t think they get insulted by Goy either as long as it’s not used in a bad way. The term “Shabbos Goy” is a very used term, and I have never heard of a goy who minded being called a “Shabbos Goy”.
Menu