There is still separation of church and state in this country. A “Christian” business could be considered an outlet of the church. Therefore, a “Christian” bakery would not be obliged to bake a same sex wedding cake anymore than the church would be forced to recognize gay marriage. But I imagine you wouldn’t just be able to set up shop and call it a “Christian” store without some actual affiliation with a church.
If you are a baker who owns a bakery that makes wedding cakes and you just happen to be Christian as is in this case then you are obliged to not discriminate.