Your statement is not entirely true, it is not irrespective of convictions. A conscientious objector is defined as either:
A member who, by reason of conscientious objection, sincerely objects to participation in military service of any kind in war in any form.
or
A member who, by reason of conscientious objection, sincerely objects to participation as a combatant in war in any form, but whose convictions are such as to permit military service in a noncombatant status. Also referred to as noncombatant duties or noncombatant service.
Yes there is an application which can be denied. Here is a GAO report on the rates of that. In an all volunteer force the numbers requested are pretty small.
Text version: https://www.gao.gov/assets/a267698.html PDF version: https://www.gao.gov/assets/gao-07-1196.pdf