If you compare this situation to that of St. Thomas More, many of his peers said the exact same thing. He refused to condemn them for their opinions but couldn't get the same support.
So a business should be the conscience for their customer base? Really? That's absurd. How many wedding cakes have they baked for known philanderers and certainly for non virgins - and yet used lily white? Where does it end?
Should the landscaper that mows the yard of the venue for the wedding refuse to mow that week? Should the janitorial crew refuse to clean up? Should the insurance company cancel? Seriously, where does it stop?
And speaking of conscience - what about employees who will lose their jobs if the bakery closes? What about anyone holding any debt for the business? What about the bakeries landlord? No conscience for costing these people problems?