The plaintiffs are well aware that if they harassed a Muslim-owned business in this fashion, they would be immediately killed by a "lone-wolf" Jihadi. Better to pick a safe target who will not be allowed to effectively defend themselves.
Muslims are on the "approved" list, exempt from criticism. Christians are not.
The plaintiffs and defendants are located in a Democrat-controlled State where many officials approve of harassing Christians and will protect and encourage others to do so. The "Colorado Civil Rights Commission" is an explicit instance of this policy. It is one of many.
Legal systems are completely irrelevant at this point.