I wonder if this was the same sort of argument used to justify denying minorities homes / home loans? "Well they're free to build their own house!" "Well they're free to cut their own lumber!" "Well they're free to forge their own hammers!" "Well they're free to..."
This situation lies somewhere between “refusing service based on someone’s religion” and “refusing service because I just don’t like them.” Political affiliation is not yet recognized as a religious belief, so they are not a protected class. I don’t know enough about the law to say on what grounds a company stands if they drop/refuse service because they think someone is being a dick.
[1] it’s more nuanced than that of course, but I’m speaking broadly here