There are very conservative Christians who behave this way. They will go into restaurants or stores and ask managers to stop playing rock music because it offends them.
I agree with you if they don’t like it don’t shop there.
I once asked a restaurant to change their station. Not because of my religion, but because the songs being played glorified rape and murder. Once I pointed that fact, and that most of their clientele were families with young children, they switched it. Next time I went in, they were playing the local Christian music station.