Mr. Tennes can choose not to rent space on his farm for wedding venues.  But, if he chooses to rent that space, then he has to treat all who come to him on the same basis.    

He does not get to hurt others to protect himself.  His choice is to hurt no one by not renting the space at all.  Tennes also has a choice that means no one gets hurt.  

If I owned a hotel or a restaurant, I would not get to pick and choose who I sold my services to based on their skin color, gender, religion, national origin.  We are slowly making it clear that LGBT people deserve and need the same protections - and Tennes makes the point even clearer.  

The point is that the market places are the places where all citizens are treated equally and the same.  Civil law and the civil order is maintained in market places for the good of all, regardless of religion, ethnicity, gender, etc.  
Lansings actions make that clear.