This is where your logic fails. A rally is considered a public event exercising free speech. Baking a cake is a private enterprise and has nothing to do with free speech. This is tyranny plain and simple. The homos could easily gone to a homo friendly bakery but chose this guy to attack his private beliefs.
Your defense of them is quite simply wrong.
Some people idolize law.
It is infinitely more realistic to recognize when law has become an ass, and seek to correct it as one has to correct an ass, if need be.