Some do. Romneys don't. Never have; probably never will.
Did over 500 men of the Mormon Battalion join the US Army during the Mexican War? Also what is the longest forced infantry march in US Military history? Answer, the 2,000 mile march made by the Mormon Battalion from Iowa to San Diego. IIRC, there was no Baptist, Catholic, Methodist, Jewish, or any other religion based unit then, or Since.
I find the implied premise of the OP rather stupid.