Here is what you need to understand.
The cake will be part of a ceremony, of which as Christians/Muslims/Jews, this is against their respective faiths. By you involving yourself with it (ie - making a cake), you are condoning the action, of which they believe is a sin. You may not understand religion, you may detest it - but they believe it. For example - I may disagree with ones stance that they, even though born a man, they believe that they are a woman. But they can choose to believe so, and I will continue to disagree - but I am not stopping them from living there life. We can all be against someones lifestyle choices (and I am not saying sexual preference is a choice - but the freedom to marry is a choice), and that also means we do not need to celebrate them.
If you are morally against something, and you stand to lose from it (these people are losing sales), then they have every right to conscientiously object. At the end of the day, either someones' feelings will be hurt, or one's morals trampled. I will never allow my morals to be trampled if it is something I am passionate about.
I hope that clarifies if to for you