This answer is not from a Biblical context, and applies equally to any sector:
Are [insert group here] bound to the laws of their country?
Yes. Yes they are. If they break those laws, they are accountable to the clauses of those laws. If they find those laws incorrect (as indeed laws evolve and change), then due process should be sought to question those laws, but keep in mind that in a multi-cultural society arguing the "because" from a Biblical basis is probably not your best route - arguing the benefits and costs to society and individuals might be better.
Sometimes civil disobedience is a very positive force, but remember that if your defined morality is fixed, it may disagree with the morality/ethics of significant parts of the rest of the population. There is a fine line between civil disobedience for the right reasons, and flagrant disregard of laws that you don't like.
No group should get a free pass here, at least in any society that values equality. You are, of course, free to exercise your activities even more within the laws than most - for example choosing not to gamble/drink/flirt/etc in societies where that is perfectly permissible. These are simply examples which tend to crop up.