I would like to point out that in most of your examples, country is US and/or religion is Christianity. Since, in US muslims cant even erect a mosque without raising a public debate, I doubt Kopimism in US would get away with copyright infringement if its recognized as a religion there. (Unless/until it ages to about 2000 years or gains a majority of devouts or devise/discover a god that infringed copyrights for the good of humanity).
Point is, not all religions are treated equally in most of the countries and there's a long long way to go until this religion gains enough popular fervor to get away with piracy.
None of those are really germane. Few even have to do with getting special rights just by virtue of being a religion, and those that do are hardly carte blanche to violate other people's rights. In general, religions are afforded a little bit of leeway within the law, but if a religious practice is illegal, it's illegal. (IANAL, but I have studied this topic for some time as a matter of personal interest.)
Happens everywhere, even in more secular countries. Mostly because of old rules. Here in Switzerland (and in germany) the pirateparty activly tries to fight against that.
Religions allowed people to drink alcohol during the U.S. prohibition, and probably others.
Churches don't have to pay the same taxes.
Religions help you gain conscientious objector status to avoid fighting in wars.
Funerals go through red lights (not sure if I count that as religion).
Kids can stay out of school for religious holidays.
People use religion to get curricula into or out of public schools with varying degrees of success.
Juries in religious areas will accept religious arguments that might not be legal.
Etc.