The reality is it's illegal for a bakery to refuse to make a same-sex marriage cake, whilst it isn't illegal for an ad network to refuse to deal with a right-wing website.

There is a different dynamic here. In this comparison, Breitbart is the bakery. The ad exchange is the one with the messages that they want Breitbart to display on their cake, and they (used to) pay Breitbart to do so. It isn't illegal for a same-sex couple to refuse to buy a cake from a random bakery.

Even so, your comment implies that people who think the ad exchange should be allowed to refuse to sell Breitbart's advertising space have to explain why they think bakeries shouldn't be allowed to refuse to make same-sex marriage cakes, but there's no reason why people have to either agree or disagree with both.

Citizens chose to use the law to protect gay people in those areas, and haven't done so for tabloid news organizations. That's the difference.