That's one of the main points of discussion here. That refusing to serve someone something because of your beliefs shouldn't be illegal.
I wouldn't go into a Halal or Kosher meat store and demand pork. Equally if I went into a butcher not knowing it was Halal or Kosher I wouldn't kick up a stink if I asked for pork and got the old stink eye - infact I'd probably apologise and leave.
Now I don't imagine that there's anything in this bakers that says they will make cakes with homosexual slogans or remarks on, so they haven't refused to do something they say they will.
If you can't deal with the fact that other adults may not like your life choices then I'm sorry but I think you need to grow up a little. It's not as if they were chased out in to the street and beaten with sticks is it?
Actually, you are completely wrong. The baker offered a service to write text on a cake. This service was illegally restricted to clients based on their sexuality.
That is entirely different to going to a shop and asking for something which they don't sell. If you can't see that difference then you should seek help.