In some countries, such as Germany, Finland and Iceland religious groups receive tax payments, deducted from taxpayers to fund their organisation, in order to facilitate the separation of church and state.
In countries such as the US, it is against the constitution for any tax or state owned money to go to a religious group, so likewise they enjoy tax free status. The reasoning behind this is similarly separation of church and state. This has lead to groups and individuals to profit massively from this situation. But the danger of religions providing monetary support to political candidates to too worrying to change that.