Why on earth would you want to force ANY business of ANY type to serve you, knowing that it’s the last thing they want to do?
It's really simple. Since this bakery was known to be conservative, the pervs targeted it especially, knowing they would refuse to make them a wedding cake and thus setting the stage for a mean-spirited lawsuit. If they didn't have driving a conservative business out of business via a lawsuit, they could have picked any one of a number of similar businesses, but that wasn't their purpose. They wanted to punish the conservative business for not being willing to recognize their perv "union". They used the law as a cudgel, which is not right. I wonder if they're still married. I certainly don't wish them well.
And then you'll get sued for fraud, assault, and numerous other criminal and civil torts that they can dig up, especially after they detemine that other customers got decent goods from you.
If you are not willing to take a firm stand, then just go out of business.