As I recall the refusal took place before gay marriage was legal in the state. Technical but it may have an impact.

Then there is the dual standard issue:

"A lawyer for Phillips on Monday compared his case to one involving another Denver-area business, Azucar Bakery, that in 2014 refused to bake cakes with anti-gay messages and imagery, actions that the Colorado Civil Rights Division later ruled as not discriminatory.

“The government in Colorado is picking and choosing which messages they’ll support and which artistic messages they’ll protect,” said Kristen Waggoner of the Alliance Defending Freedom, which took the baker’s case."
http://www.denverpost.com/2017...y-wedding-cake-case/