What happens when someone performs an act that's entirely legal in a majority of countries including the one they're in, causing no material harm to any person, through making an artistic political statement?

They have to change their identity and hide from death. That's exactly what happened to Molly Norris, of Draw Mohammed Day. Now, I won't pretend like the situation is not a bit more complex than a cut and dry instance of freedom of speech trumping all, but dangit it shouldn't be. Even granting that it is an "insult" just for a moment, well adjusted human beings should not react to insults with murder. This whole thing is like Salman Rushdie all over again.