I'm not comparing it to the tenants of race / age / sex. I'm comparing it to political affiliation and religion. Can you legally discriminate against those factors as a business?
In Colorado? You can't discriminate based on religious affiliation, but you can on political affiliation. The federal government has a set of protected classes, and states can add their own. The federal government's classes are:
Race
Color
National origin
Religion
Sex (including pregnancy, childbirth, and related medical conditions)
Disability
Age (40 and older)
Citizenship status
Genetic information
Colorado adds:
Sexual orientation (including perceived sexual orientation)
AIDS/HIV
Mental illness
Transgender status
States are allowed to add their own protected classes. So, while it's perfectly legal to discriminate against transgendered persons in Texas (where they aren't a protected class) it's against the law in Colorado. You'll also note that it's okay to discriminate against the young, but not the old.
We have these things called laws, and if you believe that concealed carry owners should be a protected class, you can petition your local congress people and try to get them to add concealed carry owners as a protected class. Until then, businesses can choose not to serve you. But they can't choose not to serve gay people (in Colorado).