Actually, being divorced or sexually active are not classifications protected by public accommodations laws. Discriminating against such people wouldn't justify discriminating against people on the basis of one of the protected criteria.
Perhaps not, but if he's using a religious excuse, Jesus clearly says divorce and sex outside of marriage are sinful. Those persons, by the baker's reasoning should be denied service. It shouldn't take a leap of imagination to guess who is divorced and/or sexually active outside of marriage.