I have known brothers that threatened to bring the "religious card" into play if their employer wanted them to work hours they personally didn't want to. It wasn't because they had issues with missing the meetings and they did not flip burgers for a living. They just didn't want to work those hours.
I've worked on power outages with Seventh Day Adventist and they say they won't work Saturday, and it is accepted.
The man described in WT video must have just quit. Yep, no unemployment if you quit.