I assume they view a non-Jewish inmate asking for kosher food (which is also more expensive) as a sort of 'non-essential' request similar to asking for an X-Box or something. The question then might become, I suppose, 'why is the religious view of the Jewish inmate held to a higher regard than the preference of the non-Jewish inmate?' To which I say, depriving the Jewish inmate would, if he were sincere, cause a degree of mental and emotional anguish, not present in the other inmate who just wouldn't be getting his way.
When you say 'other beliefs', I'm guessing you mean atheists and maybe agnostics? Maybe a valid question, for example, does the atheist inmate simply prefer the taste of kosher food, or is he somehow morally against the process non-kosher meat is prepared? What are prison's policies regarding vegetarian inmates? I assume they're accommodated, but I may be wrong.
What instances are comparable really? Hats? That's a question of etiquette then, and there's no reason to bring up religion if you don't like it. It sounds just a bit like sour grapes about the fact that society has rules, and some people get to sidestep those rules because they'd be legitimately grieved otherwise (and not simply miffed about not getting their way).