The baker was not getting married, the baker runs a cake making business, they were asked to make a cake, not participate in, or perform a ceremony. The baker denied service based on the sexual orientation of their customers, which as far as I understand, is illegal based on the Civil Rights Act. If they weren't a business serving the public, but rather a religious non profit that only made cakes for their church, then that'd be different.
I understand both sides of the situation, and it's a slippery slope either way. I support the Civil Rights Act, in the end, though. If a place of business generally serves the public, then they shouldn't be allowed to deny service on race, religion, sexual orientation, disability or otherwise.