That's according to the Concerned Women For America. The rationale for vetoing a bill that would give gays the same federal protection from job discrimination as countless other minorities:

H.R. 3685 is inconsistent with the right to the free exercise of religion as codified by Congress in the Religious Freedom Restoration Act (RFRA). The Act prohibits the Federal Government from substantially burdening the free exercise of religion except for compelling reasons, and then only in the least restrictive manner possible. H.R. 3685 does not meet this standard. For instance, schools that are owned by or directed toward a particular religion are exempted by the bill; but those that emphasize religious principles broadly will find their religious liberties burdened by H.R. 3685. 

If you ban employers in large firms from firing employees just because they're gay, you are violating their religious freedom. Christianity, it seems, is reflected in punishing gay people for no other reason than their sexual orientation. The Christianity of this president, anyway.