Kin NZ I believe AA is classed as a "not for profit" organisation and not subject to income tax. The point about confidentiality is a very good one. AA and AA members have no special privileges or protection under the law, which is ne reasonI often suggest clergy for step five.
Whether we would want any such protection is another question. My feeling is that our way of life involves fronting up to past wrongs, which may mean facing jail or some other legal sanction. Having the sanctity of confession type protection does not remove the possibility of being caught by some other means, so the individual, would still be under pressure, and still living with an unresolved issue, which in AA experience, often leads to more drinking.
It never occurred to me that being classed as a religion might give that kind of privilege, but if I was asked to vote on it, I would vote against it.