Well, in a truly "free" society, yes freedom of speech would constitute freedom from "social consequences."
Just as people can refuse to listen, they also can refuse to interact with persons that say things that upset them. This is a social consequence, and one that would be still be present in a “truly free society”.
I attended my first pride wearing a pink/purple/blue tutu. No one questioned me. No one said anything except that they liked my tutu and shirt (pride in rainbow, both self made because stores didn’t sell “pride merch” at the time :p). Everyone was welcoming, everyone was nice, and it was fun to be “out” outside the house.
You don’t have to be out to everyone to be out at pride, and it’s a good experience to feel that acceptance, especially if you don’t already have it outside your romantic circle. If it still feels strange, be subtle, but be open to saying “I’m bi, this is my husband, unfortunately my gf couldn’t come.” Or whatever version of that feels good to you, but if your pride is anything like my first one, you will leave feeling seen and validated.