The alternative is depriving someone of a service, which is discrimination, or forcing them to conform to the practices of the majority (that's bad).
On the other hand, my Jewish friend's holidays eat up all his vacation days and he has to stay in late often to make up for lost hours. He doesn't complain, and it seems like a fair deal.
These are the perks of living in a free country, I guess, and a contrast to some places and eras when religious difference was addressed with a sword. I like the idea of a society that serves the individual and meets us on our level. Begrudging people based on these little allowances because of faith just seems a little mean-spirited.