We shouldn’t need a law for this, since we have a RIGHT to refuse to do engage in any practice, business or otherwise, that violates our conscience.
This so-called right to refuse service is not a constitutionally enumerated right.
However! ...
Not only have the states never amended the Constitution to expressly protect so-called gay rights, but consider the following. Section 1 of the 14th Amendment prohibits the states from making laws which unreasonably abridge constitutionally enumerated rights, the 1st Amendment right to religious expression therefore trumping laws which protect constitutionally unprotected gay rights.
So state laws which protect gay rights may be in violation of Section 1 of 14A with respect to abridging religious expression.