The issue at hand is not discrimination against a person, it is against an event.  The baker did not refuse to serve the gay couple; he refused to make a cake for an event celebrating an event which goes against his beliefs.  Had the couple ordered a birthday cake, or a generic cake, or ordered a wedding cake for their straight friend, the cake would have been made because it was not the couple being discriminated against; it was the event.  

Can a black baker refuse to make a birthday cake for a KKK grand dragon?  Can a black baker refuse to make a cake celebrating a KKK anniversary?  

Can a Jewish baker refuse service to a neo-Nazi?  Can a Jewish baker refuse to make a cake for a neo-Nazi protest rally?  

Can a liberal baker refuse to make a cake for a conservative politician?  Can a liberal baker refuse to make a cake for the Donald Trump inaugural celebration?