We know that the baker is opposed to gay marriage.
You may hate him for that, but he is entitled to his view.

The baker was opposed to the slogan and would have refused to write it whoever asked, so he did not discriminate on grounds of sexual orientation.

Had the gay customer asked for a different slogan, no problem.
Had a straight customer asked for that slogan, refusal.
No discrimination against any orientation, only against the slogan.

I think the baker was set up because of his faith.
Entrapment.
They asked for a slogan they knew he would refuse to make, and then accused him of discrimination.