They should be concerned that the bad press they're getting for being so PC will have an unintended effect of driving people away from downtown Denver, parade or no parade.
Perhaps a few words to the sponsor will make them want to reconsider their position before next year's parade.
They aren't worried about lawsuits. Who's going to sue, the ACLU? LOL.
The ACLJ the Rutherford Foundation to name a couple...