If its legal for someone to hypothetically not create a wedding announcement website for gay people because she doesn't want to serve those kinds of people, then there should be nothing wrong with not wanting to serve armed cops.
One is outright discrimination based on sexual orientation. The other is simply a policy applied to all patrons.
It should absolutely be legal to say 'no shoes no service' or 'has gun no service' even if it was not legal to discriminate based on sexual orientation/race/gender/etc. They aren't at all the same thing.