Offended by ungodliest setting, go out! (8)
I believe the answer is:
insulted
'offended' is the definition.
(insulting is a kind of offending)
I can't explain the rest of the clue.
Can you help me to learn more?
(Other definitions for insulted that I've seen before include "Affronted" , "treated with scornful abuse" , "Spoke rudely or abusively to" , "Offended" , "Treated with contempt" .)