If it's a law, then most certainly. It's no different from forcing companies to have minimum vages or following environmental and health laws (you're legally entitled to not have arsenic in your food for example).
From a legal framework, littering and murder are the same thing, so allowing a legal bypass is setting up a nasty standard. So companies associated with the church of KKK can suddenly bypass those pesky anti-discrimination laws.
Of course, you can avoid this by making sure that the goverment has a very strong control over what constitutes a religion and what kind of exceptions is made, but I don't think you would approve of a state that could declare that Christianity isn't a religion and that Scientologies can murder freely on sundays, and the only thing keeping it away is the moral fibre of the goverment.
Bookmarks