I do know that California doesn't allow them. I believe they are the only one. In my state, a religious waiver falls under Reasons of Conscience. That is the form used for exemptions. You do not have to specify beyond that. Two of my kids have been at a private university and accepted the waivers.
It would fall under the same type of form at U Penn from what I can tell:
Students with religious or philosophical beliefs that prohibit them from immunization must submit a signed Declaration of Religious or Philosophical Objection form.