Anathema
Crotchety Olde Man
To start with, whether you can turn away a gay depends on the state or locality where your business is.
In those places, gay is a protected class. Gun owners aren't.
A better question is why can a Christian refuse to serve me in about half the states but I have to serve a Christian in all 50?
Gun ownership is Constitutionally Protected. There is no Constitutional right to be an immoral Sack of Shit.
The better question is... Why is ANYONE allowed to discuss religion (in any form) in public, or use it as a determining factor for anything?