There's a disparity here, and some people are fine with it.
If a business wants to discriminate against gay people based on the business owner(s)' religious conscience, certain people seem all fine and dandy with that.
But!
If a gay business owner were to discriminate against conservative Christians, those same people would be up in arms. Persecution! they'd cry.
There's a power imbalance.

And to all those people who think businesses ought to be able to sell or refuse to sell to whomever they please, I say put your money where your mouth is: Work to repeal all civil rights laws. Otherwise, you just want businesses to have the right to discriminate against gay people.