[IANAL]
<In the US> If it's a religious organization, no. For example the Southern Baptist Convention can freely and openly refuse to hire atheists, Hindus, Catholics, etc. Incidentally, your local United Methodist Church may run a charitable food pantry and still refuse to provide services to Muslims and Jews...and yes, donations to the program are tax deductible.
BTW, It's just as well you are offended. You would struggle to fit into workplace culture.