AFAIK there is no strict control on US state borders, citizens are allowed to move freely. In many cases running away is as easy as purchasing Greyhound bus ticket. It's great that you deeply care about prosecution of LGBT people in places like Middle East, but it's not really relevant to a discussion of anti discrimination laws in US.
> isn't worth much
You don't have to be big to be successful. This scenario means that you have very low barrier to enter this market and will have to spend close to nothing on advertising. But what's more important - this scenario is unrealistic. If you live in a country where it's possible to pass anti-discrimination laws - you don't need those laws, since majority of your country already finds discrimination unacceptable.
The majority of a country finding discrimination unacceptable isn't necessary to pass anti-discrimination laws - just that most people don't care whether someone gets discriminated against or not. If you don't care (or need the job to survive yourself), you'll do whatever your boss tells you to do, and you're hardly going to boycott a store for discriminating against someone else, which means a subset of the population has disproportionate impact.