By the way, the RFRA (which is a Federal Law, and only applies to other Federal Laws, since it has been ruled as Unconstitutional as applied to the States in Boerne v. Flores) doesn't apply in the Masterpiece Cakeshop case.  The actual case law in this case is actually in a case called Employment Division v. Smith.  In this case, Justice Scalia (writing for the Court) stated that as long as a law is a neutral law of general appliciability, it does not violate the First Amendment's Free Exercise clause.

But let me ask you this one question.  Let's say that this wasn't about gay marriage, but was about Black marriage.  Should a baker who's a member of the Ku Klux Klan be able to refuse to serve Black people by claiming that it's against his religious beliefs?  If your answer is "No, a black person should have the same right to be served in that scenario", then you don't believe in an religious exemption to anti-discrimination laws.