That's a great example of a double standard. Unlike sex there are obvious negative health effects and DoS for non-participants, yet the most I've seen a company do is put up a passive aggressive poster or send a strongly worded email from HR. Without the threat of sexual harassment lawsuits they trust us to be self policing adults.
Well, I'm not a labor law expert, but in the state of New York, it is mandated for all employers to follow these posting requirements, which include a multilingual-document from the NY State Division of Human Rights regarding state discrimination and human rights laws: