This is not about the baker, but about the bakery. 
BIG difference. 
Does the BAKERY have the right to discriminate? I do not think so. 
In particular, the conservative SCOTUS ruled fairly recently, that the SOLE purpose of a INC is to make profits. If that is true, then it can not be human, and as such, can not have religion. 

In addition, as somebody else pointed out, that this baker is a hypocrite at best. 
Did he ask others about their having played around before hand? 
And if they did (most all do), did he deny them cakes as well?