They are fine with baking the cake or selling cookies and pastries to the customers. The offense is in having to write an anti-Christian message on said cake. The gay couples are seeking out Christian businesses to harass and intimidate.
If the gay wedding is supposed to be about love, why involve people who do not share the views of the couple to participate on any level? A wedding that starts on this attention-getting, faith-bullying footing seeems to be very little about love.