Well... setting aside that the cake maker absolutely does choose their occupation...
So does the songwriter. Just because he's good at writing songs, doesn't mean it's the only thing he can do.

I find such behavior despicable
I agree, but this isn't the point. I'm not seeking to justify discrimination against gays, but at the same time I don't want to see artists being compelled to do things they don't want to do.

IDK about the internet. It's a fuzzy line if there is one. It's probably all gray area, really, and I simply don't know enough about it, or have the legal backing to make a sweeping statement. If you have some specific cases to ponder over, I'll give them a think.
For me, the physical store and the internet store should be subject to the same laws and regulations. Ok the internet store doesn't have to worry about the health and safety of customers in their store, to give one example of a natural difference, but there's no reason the internet seller should have more right to choose his customers than the physical store.