I think they should move the Super Bowl, as they did when AZ refused to recognise Martin Luther King Day.
I'll steer briefly into politics just so people understand the implications:
The bill allows the government or business owners to refuse entry or service to people on the basis of religious beliefs. While intended to protect businesses from having to offer services for gay marriages, the bill could also be used by protestants to discriminate against Catholics, which over 90% of Mexicans are. Or to refuse service to people of middle-eastern decent unless they can prove they are Christian. Or Jewish people. Depending on how far you want to stretch the term "religion", a KKK member would be free to practice open discrimination.
It's seriously backward stuff.
The Super Bowl a big game, but it also includes an entire entourage of people of all races, religions, and sexual orientations. It needs to operate in a free environment.