In the wake of the Loving v. Virginia ruling in 1967, Bob Jones University, a Christian college in South Carolina that explicitly denied admissions to black students, maintained its policy against interracial dating and marriage, citing the Bible. So the school suffered the consequences. In 1983, the Supreme Court upheld the decision of the Internal Revenue Service to revoke Bob Jones University’s tax-exempt status. But the university was still free to continue its discriminatory practices. In fact, while the school did start admitting African-Americans in the 1970s, the ban on interracial dating was only lifted in 2000.
In the United States, private businesses get all kinds of government support—a functional monetary system, police that safeguard private property, roads that help deliver customers and goods, public schools that educate workers, telecommunications infrastructure, legal protections against copyright and patent infringement, tax benefits for business expenses and employee health care, legal shields for owners and more. No one is forcing businesses to take advantage of all those benefits, nor forcing you to start a business to begin with nor forcing you to do so in a state with non-discrimination laws or in the United States to begin with.
I have a couple of relatives who are severe libertarian types who think all taxes are theft. So they don’t pay taxes. Every few years, the government catches them at it, and the rest of the family has to straighten their shit out. That’s the way it works, you want to lodge a protest. Hold your breath until you turn blue! Do it. But you don’t get state sanction to flout the state, and you don’t get public approval to go against the grain. You don’t get to take credit for being a rebel without actually rebelling.