That is a good argument. In that sense the amendment was poorly drafted and probably incapable of acheiving the ends for which it was drafted.
However, the state still has a right to regulate behavior and in that sense I think it is perfectly legal for the state of Colorado to bar any lawsuit for discrimination on the grounds that the person engages in behavior that the state wishes to discourage. Clearly we can (in most cases) discriminate against prostitutes and drug addicts. The state has a rational basis for refusing to grant those people any kind of special priviledges including the right to claim discrimination based upon a dislike for that behavior.
Behavior is not an immutable characteristic.
Frankly I think all laws prohibiting or granting the right to sue for discrimination of any kind by private individuals or companies should be abolished. But that's another thread.
That's the argument behind Romer, and why I say it was rightly decided.