Corporations like Hobby Lobby are collections of people.
They don’t have some independent existence like a machine. And all corporations have management personnel who make all sorts of decisions that affect their employees. Management cannot avoid responsibility for those decisions. And that includes decisions about insurance coverage.
So, I think people who manage corporations should be treated like people who manage any other kind of business. And as individuals, they should have the same rights in that respect as anybody else — including acting on their religious beliefs.