I don't think it has to do with not doing business with sinners. As all have sinned. But there is a difference in being a sinner who realizes their sin and one who says what they are doing is not sinful and wants to force that view on everyone else. Not only force it but make it legally acceptable and legally enforceable by the power of the government to punish you. It would be like doing yard work for activists for making murder normal, or stealing, or lying or in this case sodomy. There is a big difference in accepting sinners and accepting those who claim their sin is not a sin. Free country. That is until homosexuals get protected group status by the government then the government will force you to work for them and your freedom of association is taken away.
Ah...but there lies the problem. Gays are not the only ones who expect society to accept them as is.
As others have said, I support their right to refuse service and even explain the reasons why they did so. I just don't find it a worthy excuse and probably wouldn't hire or recommend them. They sound like whackos.