I have been on the receiving end of this ancient practice several times in my life. Even my recent experience with pseudo-patriot Roy and the rental house qualifies, although he should have reimbursed all the money spent for the last-minute aborted move.
A little over a year ago I was on a long road trip and a motel refused to rent to me. I am not sure if it was my appearance, the fact I was paying cash, or the fact that there was some confusion while getting the room which seemed to unnerve the desk clerk. Either way, while irritating, it was the right of the clerk to decide not to rent to us. She said "I think you should go somewhere else. I have a bad feeling about you." Now it is kind of funny to me. After a long hard day of driving, it really wasn't.
You and I have an absolute right to associate, or not, with anyone for any reason. We may be justified, or we may be wrong. No government agency or "law" can ever abrogate this right, no matter how severe the penalties.
I encourage the use of shunning against the thugs of the BATFE, and pretty much any other government employees who advocate or enforce counterfeit "laws". Even if it means that I will sometimes fall victim to the tactic. It is a small price to pay for self-determination.