Yeah, it's idiotic that they're protesting but so what? Let them protest, it's clearly not doing anything. There's extremists for everything- have we all forgotten the Chic-fil-A boycott?
It's what they believe in and they have all the right to boycott JC penney... even if their specific "reality" (that gay marriage is bad) is no longer a reality that everyone shares.
Soon that idea that gays should burn will no longer be as concrete in people's heads. It's already somewhat transparent.