Of course you’d have a choice. Not only would you have a choice between obeying human law and what you were convinced was god’s law, but also you’d have the choice to quit selling wedding cakes in general, to anybody.
What the law says is that, if you’re running a business open to the public, then you have to be open to the public. You can’t pick and choose which members of the public you’re open to based on their membership in any protected class. (You can refuse a specific customer because that specific customer doesn’t pay their bills, or loudly insults other customers while in the store, or grabs the sales clerk’s ass, and so on. That’s a different issue.)
There is however no law that says you have to go into business selling wedding cakes.
If you believe you’d go to hell for filling legal prescriptions, then don’t become a pharmacist. If you believe you’d go to hell for touching a woman you’re not married to, then don’t become a physician. If you believe you’d go to hell for selling a wedding cake, don’t go into business selling wedding cakes. Of course you’ve got a choice.