Yes, because the difference is that they are essentially immutable personal traits. The parent was presenting this scenario as an equivalent one and I don't think they are.
Religion is a protected class to stop zealots from waging wars on each other, got to nip it in the bud before tension builds up. It is a very rational reason even if the protection shouldn't be needed in theory.
In some cases (e.g. Jews, Amish) the lines between race/religion/national origin become pretty blurry. I agree that it's the most ambiguous of the classes, though.
It's technically true that you could find some way to dye your skin a different colour, but I don't think most people would find that to be a realistic solution to anything.
