Yes, and slavery was once legal and abolitionists should have just accepted that...
You don't get it, do you. The fact of the matter is this: a state government has all the power it needs to pass, and enforce, laws of this sort. Such a law violates no provision of the US Constitution. Or are we now going to toss aside those states' rights principles we've been insisting on?
The comparison to slavery is particularly egregious. A slave had no choice but to serve; a slave was not free to quit, enter a new line of business, or move to a different state.
So, since Colorado is enforcing a rule it has sufficient power to enforce - even if the rule is stupid and objectionable - the baker has two choices: buckle down and follow the law, or move to a more inviting community. That, or he could just pay the fines.