Insurance companies are already able to discriminate with against smokers. I've seen the question on forms many times. Private pilots are also discriminated against. If you voluntarily accept additional risk in your life, there should be an associated cost to that.
Very good points. I would have no problem with the insurance rates providing a seperate premium rate for gay couples. This would be in the insurance company's best interests. However, previously the insurance agencies denied coverage entirely. Providing a rate that has been pro-rated, so as to be fair and equitable (again, your examples of private pilot and smoking are great examples); this would be fair to all involved.