Because in a given community, the number of such customers on hand may not be enough to fund a shop that specifically caters to them. Not to mention the possibility of attack or 'reprisal'.

To walk the conversation back a bit: The only thing a non-conformist hates more than a conformist is another non-conformist who refuses to conform to the prevailing attitudes of non-conformity. 

A trite quote, and one that people have said in three times as many words, but that's exactly the issue - boil your points down, or you risk losing meaning.

Conforming is also not just an action - conforming isn't just putting on a suit and tie when you go to work. Conforming is when you internalize that suit and tie mentality. To conform is to change your state of mind. Doing, externally, what you need to do to function in society is not a conformist activity.