It all begins and ends with the separation of church and state. Businesses, federal/state/municipal services, and so on act outside of religion. They have to act outside of religion because then we wouldn't have religious freedom. If for example we allowed the total religious freedom that many faiths desire we would simply have no country. No one really has the right to deny someone a secular service. The only thing that I could probably see being as wrong is if let's say a Catholic priest refuses a gay couple from having a ceremony in the church and is then sued. The priest is not actually hindering their ability to be married in the eyes of the law, he is simply saying that the church can't do it which seems fine to me.

I used to be more religious and even then I didn't struggle with this ideal of religious freedom. The way I looked at it was like Jesus said, "Render to Caesar the things that are Caesar's, and to God the things that are God's." The way I interpret that passage is as simple as the separation of church and state.