Wedding Cake and Gym Membership

I read a story yesterday (I'm too lazy to find it again to link) about a gym in Atlanta. The business has a sign saying memberships are not for "F-ing Cops". The owner says he will not allow cops or military in his establishment because they make his minority members uncomfortable.

So can you lawyers, folks who played a lawyer on TV, or maybe those of you stayed last night in a Holiday Inn Express explain tne difference in that small business owners' policies and those of someone who refuses to bake a wedding cake or cater pizza to a gay wedding? Why is one deserving of ridicule, protest, criminal and civil action and the other perfectly reasonable?