I am not an attorney so I have no clue how SCOTUS decides which cases it will hear and which ones it will turn away. One would have thought this case was a clear-cut violation of the owner’s rights. Maybe they deemed they had already settled the argument in MASTERPIECE CAKESHOP, LTD., ET AL. v. COLORADO CIVIL RIGHTS COMMISSION ET AL. But we all know the state of Colorado is still going after Mr. Phillips.
This is an excellent article on the matter.

On Friday, in an act of what can only be described as dereliction, the Supreme Court of the United States refused to hear the case of Arlene’s Flowers, Inc. vs. Washington. In refusing to hear this case, the Court has failed to bring clarity to a situation it ultimately created.
Source: Barronelle Stutzman’s Long Obedience and the Failure of the Court