Well it's a nuanced answer. The United States has freedom of Religion, and a large separation of Church and State. It leads to some bad but theoretically some good.
> If a person would hide a list of thousands of child molesters or would endorse killing children by giving fake medical advice to their parents, they would be put straight to jail.
Unfortunately any progress our country has made in this regard has been utterly regressed in the last 5 or so years....
But to better understand the other side of this as far as religion, consider the Catholic sacrament of Confession. A priest is not supposed to divulge confessions to anyone.
Then, let's consider the danger on the other side. Historically, Governments swooping in and grabbing lists of church members, what happened next was not looked well upon.
And so the US has this sometimes almost horrifying level of separation of church and state, where people do have the freedom to worship, however other benefits are abused [0][1] and we even have let folks that infiltrated three letter organizations keep their church status [2]
[0] - I still remember the baptist sermon of "I am not telling you how to vote! I am not telling you how to vote. But the bible says X will go to heaven and Candidate Y does not X"
[1] - Churches do not have nearly the same level of oversight as a normal nonprofit
[2] - "Operation Snow White"