I disagree, but okay, let's run with that. No federal protection for conditions that are choices. Sex, but not sexual identity. Gender, but not gender preference.
So keeping that in mind, why is religion protected. I mean, it's obviously a choice. There's no "religion gene", right? There's no sequence that spells out "J-E-W", "M-U-S-L-I-M", or "C-H-R-I-S-T-I-A-N". It's a choice, whether by voluntary election, as in the case of the Amish, conversion from another religion, (converted jews, catholics, et al. Heck, Rod Carew, converted Jew.), or familial tradition. But it's not a genetic issue.
I'd say that's obvious even without science backing me up, that a black person can't "convert" to whitey. Surgery, as of yet, can change your appearance, but it cannot change your genetic encoding. So, with that in mind, religion is quite obviously a choice.
A federally-protected, protection enshrined in the Constitution, protected at every possible level, possible more protected than any other single quality a person can have in this county, but nonetheless, a protected choice.
We obviously have no problems granting federal protections to choices, so using that as an excuse is rank hypocrisy. So why is being gay different than being Christian?
I'll give you a hint...it's the same reason that organized religion in this country had a reaction of "tsk-tsk, what are you going to do?" about Fred Phelps when he was only screaming obscene shit at families of dead gay people, but the instant he gored a more popular ox, namely families of dead soldiers, he suddenly became an evil, wicked, nasty man, who should be silenced and shunned.