Could a smoker who works at a fireworks factory refuse to go outside on their cigarette breaks and be protected from firing?
no, smoking is not protected the same way religion is
If not serving alcohol is a Big DealTM to you, you probably shouldn't take a job that routinely involves serving alcohol.
Yes, just as if you're an anti-abortion medical doctor/surgeon in a position that might require you to perform an abortion, you should probably be doing something else.
correct. And if you're gay and getting married, you should probably ask one of the hundreds of thousands (millions?) of people who would be more than happy to make you a cake instead of the one asshole that won't.