Do religious groups have to follow laws they don't believe in?

Texas Health Blog provides a link to this AP story about litigation in NY and Calif. concerning whether the Catholic Church's employee health plan has to include contraceptives in employee health plans. The Catholic Church regards contraceptive use as immoral, but in 20 states failure to provide coverage for contraceptives is deemed (by statute) to discriminate against women. "The 20 states that require private-sector insurance coverage for prescription contraceptives include Arizona, California, Connecticut, Delaware, Iowa, Georgia, Hawaii, Maine, Maryland, Massachusetts, Missouri, Nevada, New Hampshire, New Mexico, New York, North Carolina, Rhode Island, Texas, Vermont and Washington." In both NY and Calif., as well as in other states, "churches are exempt from having to provide contraception coverage for employees who work inside parishes and houses of worship. That is known as the 'religious employer exemption' because the parishes generally serve worshippers and employ those with similar religious views. . . . Several states have no such exemptions for religious entities. Other versions exempt church groups and 'qualified church-controlled organizations.'"