They will continue to get Fed benefits but an non-gay state is under no compulsion to give state benefits.
Besides...the number of gay married people who work for the fed gov't and will be relocated is SO low.
Only 2% of the population is gay...even less are married or will get married (they are notoriously promiscuious) and even less have a federal job that will require relo.
The numbers are irrelevant, they will be allowed to travel to any state in the union and their families will be recognized as such.