First of all, I'm not aware of any gas stations that still pumps gas for you.  Second, pumping gas for a gay man is not actively participating in him being gay.  If he was forced to decorate the man's car and write "Just married" on the back window, then he should be able to refuse it.  The key is whether or not he is required to actively participate (those are the key words) in something that is against his religious beliefs.