Well yes, but at least in some places companies introducing different prices based on things like gender or race are not legal. Recently in the UK there was a case where a pub had a promotion where men paid more for drinks on the International Womens day, and someone took them to court over it and won - the court agreed that such pricing based in gender is not legal in the UK. On the other hand, clubs do this all the time without a fuss, but I suspect it's because no one challenged them legally on it yet.

In general I'm not a fan of the "gay people can just chose not to pay" argument - it sounds too similar to the one where some companies argued they should be allowed to deny gay people service, since they can simply go somewhere else.