Indeed they are licensed... but that is so they can sign legal paperwork. Their first loyalty and priority has always been to their faith and their diocese. Do you think any state has legally "punished" a minister for not marrying an interracial or interfaith couple? I would like to hear about it, but I'll tell you right now...that case does not exist.
First of all, I'm not specifically referring to the Catholic church. Second, those hypothetical cases are not analogous to the debate about gay marriage. Someone likely could be punished for not performing a marriage based on race...yes, including a minister. Interfaith is a bit different because there are usually churches to accommodate those of a different religion; besides, that would be, in my opinion, an open-and-shut First Amendment case based on the Free Exercise clause.
And that fear is based on the lies told again and again by anti-gay ministers and sects that know damn well the state can't touch them. So much for that Commandment about "bearing false witness." Not so important after all, is it?
But you're not a mind-reader, fortune-teller, and I doubt you're even a lawyer, so you can't tell them their fears are completely ridiculous and they should cut the crap. How they're supposed to know "damn well" about this...I don't know. These people assume all it would take is some legal jujitsu and a sympathetic, activist judge to rule against them. And yes, it's possible that ruling could be overturned on appeals, or in a higher court, but between bad press and attorney's fees, they might fear they couldn't withstand all of that. So, they'd rather not take the chance on it happening. This is, of course, in addition to their moral objections to homosexuality and gay marriage.
You have every right to call that bullshit. But that's all you can do is insult them for being fearful. You actually can't guarantee them a ******* thing, and neither can the establishment or the activists who are saying, "no honest! We don't want to take anything away from you! We promise!" all while calling them bigots and religious wing nuts.