Actually, a good Muslim would say, "The Prophet Moses" and "The Prophet Jesus"...calling both men good Muslims (who would defer to Mohammed). They'll even call Jesus "Messiah" and acknowlege the virgin birth.
What's offensive to them though would be referring to the Lord and Savior the Son of God Jesus the Christ, who died on the cross... all of that is anathama to a Muslim.
What's offensive to me is having my child refer to Muhammed as a "prophet".