Ah, the power of framing. Those poor bakers, forced to create sculptures of graphic gay sex by an unfeeling government!
Here is where that technique from the Hitchhiker's Guide TV show should be used: a big flashing warning should appear on your screen saying THIS NEVER HAPPENS.
Let's frame it the other way, by looking at actual history. A couple generations ago, it was accepted practice that all businesses could keep black people out. If you were black, you could not go to a restaurant, you could not stay in a hotel, you could not join a club, you could not get a loan, you could not rent or buy a house, you could not go to a public school, you could not go to college, you could not go to a church, unless those institutions were in black neighborhoods. This was not a policy of one or two obscure, cranky yet otherwise lovable shop owners. This was everyone. It was literally possible to go to a city and not find a place to spend the night.
How far can the majority go to harass and obstruct a hated minority? Is Sal OK with every hotel in town having a policy that excludes blacks? Please don't say "Oh, the market will provide a black-friendly hotel." It didn't. Please don't say "They can go to a black-owned hotel." Blacks could be denied the right to run a hotel even if they had the money to do so; this happened even in the North.
Is the case of gays different because of religion? People in those times thought that religion barred "miscegenation".
People have a right to whatever hatreds they care to harbor; they don't have a right to create a universal hostile environment for groups they dislike.
In a big city, discrimination against gays/lesbians is not going to be a huge issue. In a small town, it makes a big difference if there are only three bakeries, and three of them choose to discriminate. The "right to association" comes down to believing that it's OK if gays and lesbians are treated as invisible pariahs in small towns.
Finally, if appeals to morality don't work, perhaps I could invoke a sense of the ridiculous? Are shopowners really entitled to query their customers about what they do in bed? If a baker is asked to make a wedding cake for "Sam & Chris", is their precious freedom violated if they do not know if Chris is male or not? OK, the name on the order is Christopher, so their precious religious freedom kicks in and they refuse Sam & Chris's business. Poor luck for his fiancée Samantha.
Edit: to try to make it clearer: it's highly misleading to paint these situations as the majority trying to oppress minority Christians. It's a Christian majority trying to oppress sexual minorities. The whole reason the issue is visible is because state legislatures are able to easily pass pro-discrimination laws. (In one case, the state did so in order to overturn a city's anti-discrimination law.) When the majority are in favor of discrimination, taking their side means affirming that the minority has no right to services at all.