but the main difference between your example and what the law is allowing is that the Grand Wizard chose to be a member of the KKK, a homosexual or a black man did not choose to be homosexual or black
I wish this idea would die. The KKK Grand Wizard probably didn't really choose to be a hateful racist, it's probably a combination of an extremely poor upbringing (being taught to hate at an early age is going to be hard to reason your way out of), and poor intellectual character. A black man probably didn't choose to be black, but if a pill existed to change the color of your skin for personal reasons (hey! I want to be blue!) then one should be free to take it. And if one wants to choose to sleep with members of the same sex, then one should also be free to do so. Religion, of course, is almost always a choice.
These categories are protected, not because they are not choices, but because we as a society have agreed that they should be. Because we've seen some of the things that happen if they are not, and we don't want to go back to that world. Except, it seems, Indianapolis does.