People don't understand employment law
Your employer has a lot more rights than you think. It's just that most employers choose not to exercise them. For example, if your employer hears that you insulted somebody he likes (Obama, Reagan, his wife, Harry Potter, Charlie Sheen, whoever), even if you did so away from work, then he can fire you. If you wear Black Sabbath t-shirts, and he's a Judas Priest fan, he can fire you. In fact, in most states, you can be fired for nothing -- the employer is not required to give you a reason. So yes, under the law of most states, your employer CAN fire you for behaving in ways that violate his/her personal religious beliefs, like having sex outside marriage. The only exception would be if YOUR religion REQUIRED you to have sex outside marriage. Then he'd be firing you because of YOUR religion, which IS illegal under federal law. So, to summarize: religion is a "protected class" (like race or ethnicity) under federal law, but behavior and opinions are not.