You probably can open up a bakery and not make it available to Democrats (I don't know how you'd usefully define "liberals"). As far as I'm aware, neither Democrats nor Republicans are protected classes anywhere in the country.
Again, there's no law specifically prohibiting Nazis or KKK members from bakeries. Bakeries and businesses by default can discriminate. Just not against protected classes, which aren't selected arbitrarily. Protected classes are groups that have been unfairly and unreasonably disadvantaged in society and, if such prejudices were allowed to be normalized in society, would lead to those groups being marginalized. Blacks aren't the only ones who meet that (and the federally protected classes include much more than just black people).
The "agenda" is protecting groups who have experienced a society inimical to them, despite not being harmful to others.