This was not the conclusion of the SCOTUS case.
It pushed the case back down to the State on procedural consideration.
We also have a bunch of reasons (protected classes) that a company cannot refuse to do business. Colorado specifically includes sexual orientation in their definition of protected classes.
I don't think this is relevant to this specific case. The baker didn't refuse to do business with the gay couple. He was happy to sell them a generic off-the-shelf wedding cake.
He refused to sell them a personalized cake, which is considered a form of expression. The government cannot compel you to express yourself a certain way if it goes against your religious beliefs.
If you're talking about the Masterpiece Cakeshop baker, he didn't say that until the lawsuit was in-progress. At the time that the couple went in, he refused to serve them without discussing what they wanted.
I would absolutely support adding sexual orientation to that list in every state, or at the federal level. But if it's not there in the bakers' state, then, legally, they are (unfortunately) in the clear.