The quick answer to this is: they don't. This oft asked question has a couple of faulty presumptions behind it.
1) Marriage is not just a religious thing. In the United Kingdom civil marriages can be performed in registry offices and other properly registered venues. I suspect most LGBT people would want to be married in one of those.
2) There is more than one church. I cannot count how many conversations I've had with people who have little knowledge of religion beyond the Church of England, Catholicism and a vague understanding of Islam. Christianity is a very diverse faith, with many denominations. Off the top of my head I can think of a few churches who wish to perform same-sex weddings: the Quakers, the Unitarians, the Metropolitan Community church. Plus Liberal Judaism is also campaigning for marriage equality. Not all churches hate LGBT people and thus some will eventually get married in a church that loves them.
So no, gay people don't want to get married in a church that hates them.
See also: Differences between civil partnerships and marriage and "Why does the Government want to force churches to marry same-sex couples?"
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