Is there a divine right to have employees? Certainly, I don't see that right in the Constitution of these fifty fragilely United States. If someone finds having an employee offends their religious sensibilities, then the answer is "Don't have employees".
But if you have employees, you cannot discriminate, and your employees will include women, and women have women parts that are just as entitled to be covered by health insurance as any of their other parts or as any man parts. As I said, if that offends your religious sensibilities or puts a crimp in your religious freedom, then DON'T HAVE EMPLOYEES.