I don't think they were under any obligation to hold any type of religious services, whether they be Protestant, Catholic or whatever. It was nice that they did offer them for the period of time that they did though.
I would hazard a guess that if you asked at Guest Services at your resort, that they would have a list of the different religious denominations in the area, and what time they had services. If you don't have a car, and need to go off property, my best advice would be have Bell Services call a cab for you. It would probably be the easiest and most direct way.