One can give up citizenship and emigrate. The barrier to exit is higher but it is still at some level voluntary (although it might be that there's some point where the term voluntary shouldn't be applied and this may be above that level. I'm not sure.). Also, note that if instead of measuring harm one measures harm against good dealt, the US government might come out better than the Catholic church by some measures of harm and good.
Depending on how you feel about the effectiveness of their charities the Catholic church might come out looking pretty good too.
Let's say you are interviewing a candidate for a job. In casual conversation, the candidate mentions that he is a member of a rather old and prestigious country club. You've never heard the name of the club before.
You look up the country club afterwards, and are surprised by what you read. The club refuses membership to homosexuals. It revokes the membership of couples who use birth control. Leadership positions are reserved to unmarried males.
The candidate is otherwise competent. Under what conditions would you hire him? Would you want a law passed banning hiring discrimination based on country club membership?
(The country club is analogous to a nicer version of the Catholic church. I left out a couple bad things.)
Religious discrimination is illegal in many parts of the world, and I think that's probably a good thing. Still, keeping this at the object level (no meta-rules or veils of ignorance) it seems to me that discriminating against religious people is fine. I'm curious what other people think.