The cake retailers are there to make a cake for various situations for the general public as a public service.
A custom cake doesn't qualify as a retail cake. Just as a mural artist can legally decline a request to paint a gay pride mural.
You can't force an artist to create something they don't agree with. Cake decorating is an art.
Forcing a Christian baker to decorate a cake to support an event that goes against his religious beliefs would be tantamount to forcing a Muslim journalist to write an article in support of atheism.