However, in the same vein, if you want to host said Nazi pride event and need to find private companies and businesses to provide catering and other services, they all legally have the right to tell you to fuck off, and if that means you can't find ANY services, then that's too bad for you, stop being such an insufferable prick.
The right of assembly is essentially codifying "if you are a cunt then nobody will want to deal with you" into law. We've had to work around it in some cases, because sometimes people treat things like skin color and gender and other horrible things as a proxy for "cunt", but explicitly exclusionary and violent ideology is not a protected class.