Personally my opinion is no, but you're still at apples to oranges. If your thing is making wedding cakes (which most bakers aren't so they have a reason for refusal I'm sure) then you should be doing that unless you have too much work to do.
Again there's really only 2 options here, either you're for discrimination protection or against it. You can then argue where you want to go between those 2 as for what you think should be protected. As someone who's you know, not locked in the dark ages, sexuality is generally something that you are predisposed to become. No amount of teaching, shaming, etc. is going to change who you are inside. It may change how you act, but not who you are. And for that reason I think sexuality in any of it's forms should be protected. I do debate on the ability of business to refuse. I go back and forth on it. While I want to support everyone's rights, I know that for just about 200 years of our country's approx 250 year existence that people were treated substandardly and that lead to many many problems. Most that we're still dealing with repercussions today. So knowing that, I have to wonder if we allowed business to run as it wants to if we wouldn't be right back where we were? So for that reason I yoyo, right to be a bigot in business vs betterment of society.