As someone who was in that position, and saw the harm that it did to my wife because the vendor assumed it was a same-sex marriage (I imagine if either of us was the opposite sex than what we are, they still would have objected), I'm glad people do challenge these laws.
You don't challenge it to get yourself a cake. You challenge it so someone else won't have to go through what you went through.
Being denied service was humiliating to my wife - and I completely understand why. Certainly, we both support gay rights, so we would never have done business there if we knew their stance - and ultimately we found a much better business to frequent at a lower cost. But, none-the-less, I would have preferred that my wife was not treated in that way. We didn't challenge it (we didn't have the ability to pull that off at the time), but I'm very thankful to the people who help others by challenging businesses who violate the law in the name of God (yet don't even really hold strongly to their religious beliefs except when it comes down to gays - or perceived gays).
The reason people challenge it is the same reason people people fought for the right for blacks to sit at the lunch counter rather than simply taking their business elsewhere. Sex orientation discrimination is wrong and I'm thankful when people challenge it for exactly the same reason.
