If you perform commerce, you must follow the business laws of the locality in which you operate. You don't get to choose which laws you want to follow based on your personal religious beliefs. If they have such "deeply held" religious beliefs, they can become a church. (But then they wouldn't be worshiping the allmighty dollar)
So how do business laws trump constitutional rights exactly? Its funny, but the word "chuch" isn't found anywhere in the constitution, what is found is the free exercise of religion.
The exercise of their religion isn't infringed upon. Nobody is preventing them from practicing their religion.
What other laws do you think the religious should be able to ignore?
The laws shouldn't make them ignore them in the first place.
Its not up to the government to decide how people can practice their religion unless said practice causes irreparable harm, or the people work for the government.
Having to go to another wedding hall is not irreparable harm. Now if the government did it, it would be a different story.