Embrace the hyphen! You've nothing to fear!

I know this is a fight I'll take to the grave. But, please, tell me I'm not alone in thinking that "a pro-gay marriage group" is a marriage group that advocates for gays, not a group that advocates gay marriages.

That should be pro-gay-marriage group. That extra hyphen isn't optional. It's take-it-or-leave-it. If you hate hyphens, fine. But you'll have to recast your sentence.