As long as it is legal, I don't see any reason why a business person would be unwilling to sell their product to someone that had a need and the cash to pay for it, without getting their personal prejudices (or religious beliefs, take your pick) into it. IN the case of a bakery, all they are being asked to do is bake a cake - last time I checked that is what bakeries do. They are not being asked to participate in the ceremony, they are not being asked to perform the ceremony or even issue the license. All they are being asked to do is bake a cake, which they are in business to do. Would you support them asking you what your religious affliation was, so they could determine whether baking a cake for you violates their religious beliefs because you are not the same religion as they are? Where does it end. Going back to my previous example, how will you feel when the cashier in the store refuses to check out your order, because you are buying pork chops and her religious beliefs preclude her from eating pork. Should she still be required to check you out, or are you willing to go through 3 checkouts because things you are buying don't conform to 3 separate religious beliefs.
The problem here is that people are only viewing this from their perspective and not thinking about the shoe being on the other foot. People can be very self righteous when it is not affecting them, personally. Nothing has changed since the days of segregation, it's just another group now be singled out.