Why do you think that destroying the Sept of Baelor would be worse than the Red Wedding? What would the consequences of destroying the Sept in Westeros?

Because for anyone who believes in the Seven, and indeed the majority of Westerosi do, the Great Sept of Baelor has been the center of the Faith for ~150 years. It’s associated with the closest thing the Faith has to a saint, Baelor the Blessed, who is known to the smallfolk as Baelor the Beloved. 

The Red Wedding is an attack on men, albeit one that violates the laws of both gods and men. The destruction of the Great Sept would be an attack on the gods themselves, the most impious action imaginable. And everyone inside is going to be a holy martyr.

As for the consequences, I think they’d be absolutely lethal to the legitimacy of the regime. You’re probably going to see a new revolt of the Faithful, as all of the Poor Fellows and Warrior’s Sons who survive the explosion (and keep in mind, there’s a lot of them out in the Riverlands atm) rise up, probably spearheaded by Bonifer Hasty’s Holy Hundred in command of Harrenhal. And you’ll likely see substantial defections to any alternative monarch.