Watching "Man of La Mancha"

I'm slightly unclear as to why, when you have someone whose life is exciting as Miguel de Cervantes Saavedra (three words: CAPTURED BY PIRATES), you remix him as Shakespeare and having him run rather nonsensically afoul of the Church (instead of the revenue service). Well, unless...

CERVANTES: I wasn't expecting a kind of Spanish Inquisition!
RANDOM DUDE: NO ONE EXPECTS THE SPANISH INQUISITION!