Hard to believe we are going down this path once again.
In Colorado, if you are a business open to the public, you are your service or product must be open to all the public.  Our rules are quite clear about discrimination based on sexual orientation: you cannot legally do it.
What will be most interesting to the SCOTUS will be the fact that no message for the cake was ever discussed.  The couple was denied simply due to their sexual orientation, not because of any "objectionable" message they wanted on their cake.
Textbook illegal discrimination.