Holy crap, I had to look this up because I didn't believe it. "Religious services" are actually the first defined type of "essential activities"...and Texas' governor just did the same. Wow, this is incredibly foolish.
Any stay-at-home order which stopped religious services would be found in violation of the US Constitution's first amendment. It's possible a judge would throw out the whole stay-at-home order. To have a stay-at-home order that survives in court, exempting religious services is necessary.
Can't shout fire in a crowded theater. And no particular religion is being singled out.
I am just not certain that this is true. The 1A also protects protests- am I allowed to organize gatherings of 10+ people for the purpose of a protest? I believe not. The 1A is comprehensive; it is not all-powerful.