From a libertarian perspective, belief in the freedom of association generally trumps belief in anti-discrimination actions by the state. Not always, but mostly. In fact, things are more complicated, since it’s typically the state (whether at the local, state, or federal) that historically was doing most of the discriminating. Jim Crow was ushered in by the Supreme Court’s vile “separate but equal” decision in Plessy v. Ferguson, which upheld a Lousiana state law barring railroad companies from selling first-class tickets to black customers. When businesses in the segregated South attempted to treat customers equally (often a good business strategy), they were typically hemmed in by specific laws preventing such things or by de facto laws enforced through brute force by various “citizen’s councils” and terror groups such as the Ku Klux Klan (which often included politicians and law enforcement). It was government at all levels, not local businesses, that disenfranchised blacks for decades. And it was, in many cases, government action that was necessary to change things.
If conservatives are serious about individual rights and limited goverment (as they claim to be), you’d think they would be at the forefront of striking down laws that treat marriages between two men or two women differently than, say, one man and one woman or one black person and one white person. Why should the same government that can’t educate your children or deliver your mail get to decide which couples can marry in a civil ceremony, right? Some conservatives are at the forefront of marriage equality, of course: Former Bush-era U.S. Solicitor General Ted Olson is one. But the conservative case for state-level Religious Freedom Restoration Acts such as the one passed in Indiana is precisely that the state should not be able to compel people to contravene religious beliefs when it comes to certain activities; government should be limited in its ability to force people’s actions in matters of conscience.