Because both can be true. "Facing the consequences" to me means, embracing your actions and accepting that you don't live in a vacuum, and you cannot expect the world to defer to you and your sensibilities.
Having said that, not every action deserves every consequence. If you come up to me and say "whoa, dude, that shirt is pretty lame", I cannot punch you in the face, burn your house down, and post nude photos of you on the interwebs.
I accept my actions, and I stand by them. I accept that some people will read my posts and think "F-ing Nazi", even though I am the farthest thing from that. But I don't think the world gets to arbitrarily and on an ad hoc basis constructively take away my rights because what I said is not the flavor du jour, then hide behind the "well, your words have CONSEQUENCES!".
I find what he said and did abhorrent, and I feel like for economic reasons, Fortarock should be able to put on or pull off acts that might prevent them from breaking even, but the reality is, even as disgusting as the thought was, Anselmo did nothing illegal. He did not fire all the blacks from his road crew (or refuse to hire them because they were black). He did not deny blacks entrance to the show. The worst he did was make a bunch of people uncomfortable. I think destroying his livelihood (his "right to pursue happiness", as it is codified in the Constitution) is an inappropriate consequence for having a distasteful thought.