1) How was this gay couple harassing the baker?  They wanted a good.  Not the same as harassment.

2) If a group of skinheads or neo-Nazis wanted non-kosher meat from a Jewish deli, and that deli doesn't carry non-kosher meat, then yes, that deli owner would have every right to say "sorry, but I don't carry non-kosher meat".  The baker in question was denying a good that a) he carries, and b) he sells to other people--simply because of who the couple was.  See the difference?

3) If the couple wanted a cake decorated in a manner that the baker found offensive, then I would defend his right to refusal, so long as he offered to sell the couple the product he carries (the cake) and the materials with which to decorate the cake.