Research shows Jews got away with it, but other religious groups did so too because of a loophole. In fact, Churches were seen as high valued targets because they were allowed to store wine.

https://vinepair.com/articles/how-the-church-saved-the-wine-industry-during-prohibition/

But the religious exception not only made priests into bootleggers. It also made churches targets for thieves, or people just thirsty for a glass of wine. The owner of a New York wholesaler must have been frustrated but not completely surprised when, in late December of 1919, he found that nine barrels of wine had been siphoned via a 75-foot pipe from his basement to another person’s seller. “The owner had a special permit from the government to keep the wine in bond, with the understanding that it was to be sold for religious purposes only,” the Associated Press reported at the time. That permit was enough to keep the wholesaler safe from law enforcement, but not from the criminal element thirsty for a drink. In 1920 in Washington, D.C., the Associated Press reported on another such theft. “Church Wine Lures Him From Prayers,” ran the headline. “Rev. J. Henning Nelms of the Church of the Ascension, noted the devout appearance of a stranger, kneeling alone in the church,” the writer notes. “Some time later the stranger had gone and with him six quarts of communion wine from the church cup-board.”