Why is there labor laws in most modernized countries that penalizes businesses for acting in prejudice against someone of certain religious affiliation or sexual identity (gay) ???
Think of it the other way around, why would you choose to work for someone (as an employee) whose values (whatever those might be) were something you very strongly disagreed with.
The baker, essentially chose not to work for them, the couple. You are framing it backward. labor discrimination and choosing not to work FOR someone are two different things. No one is going to go after an employee who is some fundamental religion and chose not to work for a cause they feel is immoral.