I think you're conflating a few related but importantly distinct things.
First off, as you said, legality is not morality, and this is important. In regards to discrimination laws, yes religious observation should be covered, but this is because the evils of religion, not despite them. Observation is effectively non-optional for certain groups, and this only increases as the relative power of the individuals in question reduces. If there was no coercion being done to dress women in hijab and it was always entirely a personal choice, maybe the situation would be different, but it isn't and we must deal with and legislate towards our reality, not a sterile ideal. So, imo, the need for religious protections here is about respecting victims and the disempowered, not about respecting religion.
As for the Episcopal stance on LGBTQ+ rights and causes, that's cool, but entirely non-sequitur. Whether they believe gay people deserve rights and whether they believe human life is dictated by some kind of Magic Sky Fairy are two separate topics. That they get one right does not suggest that they don't get the other wrong, or that there are no consequences of those beliefs. They are not absolved their intellectual responsibility just because they got some of the earlier questions on the test right. Frankly I see this as a bit of whataboutism kind of akin to saying "look I know he still drives drunk but he's wearing his seatbelt unlike those other drunk drivers!"
But I feel the need at this point to clarify: I am not trying to express that Episcopals or any kind of religious people are or should be unwelcome here on Lemmy or anywhere else. My point is only that while yes there are some specifics reasons for their inclusion in legal inclusivity, religion is still ultimately a choice and sign of character rather than an intrinsic quality that we should avoid stepping on.