All states have an exemption for religious purposes.
Having searched the New York Penal code for the the terms “sacramental,” “alcohol minors” and other similar searches, I could find no such exemption for providing alcohol to minors for sacramental reasons.
If you believe such an exemption exists in New York State, I ask you to show it to me. You can find the New York State Penal Code (along with a search function) at the following link:
http://public.leginfo.state.ny.us/menugetf.cgi?COMMONQUERY=LAWS
The Wolf