That's disingenuous, at best.
Whether its a subsidy, tax credit, deduction or other tax dodge, it still affects net revenues able to be collected by a government, thus increasing the burden of other income streams (i.e. taxes that are able to be collected). If someone's religion is avoiding paying tax, through some loophole whether legal or not, and still being sheltered inside a society, then it means everyone is paying for it, whether they believe in it or not.