Anon:
It would seem that under Illinois law at least, there is no religious exemption in the home, it applies only within the four walls of a religious institution. It is possible that the law has been interpreted to cover Kiddush at home (though it’s equally possible that since Kiddush is often made at shul, it doesn’t). You are correct that there is NO EXCEPTIONS to social host liability for liquor consumed under religious exemptions.
Additionally, social host liability is imposed via case law or statute, so it is a state-level, not community-level issue. Both NY and NJ DO IMPOSE social host liability.
Finally, not all states have religious exception laws. In fact, so far as I can tell, neither NY nor NJ have religious consumption exceptions. I could be wrong on that, and would be glad if someone could point to a source if it exists.