It's not so much that Megadeth's cover for Youthanasia is shocking, per se. It's more a case of "Whoa, now that takes some balls!"
Dave Mustaine landed into a bigger frying pan for the misperceived "A Tout Le Monde" from Youthanasia even though most of his attackers were way off-base by calling it a suicide song. Megadeth's ill-fated MTV performance in support of Youthanasia did nothing to ebb critics of the band, in particular Mustaine's self-loathing tirade that accidentally kicked off "A Tout Le Monde."
Megadeth suffered even more criticism from thrash purists for Youthanasia's more mainstream approach that bobbed straight into toe-tapping, chart-topping Cryptic Writings thereafter. Still, this album has a lot to say for itself musically and the cover is even more provoking than anything Vic Rattlehead has achieved, Rust in Peace notwithstanding.
For me, the clothes-pinned infants on Youthanasia expresses so many issues, be it child abuse or the delineation of our society. If you're parent, it can even be a silent in-joke when the job of child rearing grows stressful, depending on how well you temper your sense of humor.