Cake shops do custom cakes very often, it's standard business for them.

At the time the cake was requested, state law afforded storekeepers some latitude to decline to create specific messages the storekeeper considered offensive. In fact, during the time this case was making its way through the courts the Colorado Civil Rights Commission upheld 3 other bakers' rights to decline to make cakes with messages that they thought were demeaning to gay persons or gay marriage.

They do, but I imagine there are quite a few (all?) cake shops that would refuse to make cakes with particular messages. What if, for example, a gay owned bakery was asked by a Muslim Imam to make a cake with the message "Thank Allah for the Pulse nightclub shooting"? Would the bakery be in violation of the CRA as they are discriminating on the basis of religion?

The question in this case was not whether the baker would sell a cake to a gay person (he was willing to do so), it was whether the baker had to make a cake with a particular message that he felt violated his personal and deeply held beliefs.

No, per the article the baker was not refusing to "make a cake with a specific message", he refused to make any custom cake for gay couples.

>The Colorado Court of Appeals ruled that Mr. Phillips’s free speech rights had not been violated, noting that the couple had not discussed the cake’s design before Mr. Phillips turned them down.