Because the ‘gay marriage case’ had progressed up the courts, and was granted a hearing by the Supreme Court to consider. It was decided by a vote of the Justices that restricting the institution of marriage from same-sex couples violated the Constitution of the United States of America - the supreme law of the land that all states must abide in their own laws.
This process has not been carried out in the case of a death penalty appeal. Therefore the Supreme Court isn’t touching it. For what it’s worth, I personally think capital punishment violates the Eighth Amendment. But even if it IS, the Court can’t rule about it until the proper procedures are followed through.