You did the right thing by reaching out. Your employer has put you in an uncomfortable and unfair position. Colorado and federal laws expressly prohibits discriminatory and unfair employment practices based on characteristics such as race, sex, disability, sexual orientation, gender identity, religion, etc. (a.k.a. “protected classes”). This includes policies that expressly target protected class(es) and/or have an exaggerated impact on protected class(es).
The Colorado Anti-Discrimination Act (CADA) prohibits an employer from treating employees worse due to their protected classes as well as compelling others to engage in discriminatory acts on its behalf. CADA also prohibits an employer from treating you worse because you oppose what you in good faith believe is unlawful discriminatory conduct (e.g., complaining about discriminatory policies). C.R.S. 24-34-401
1. Gather evidence to support that the policy is discriminatory (e.g. witnesses, communications, etc.) and that your employer is compelling you to enforce it; 2. Send an email or some other written communication to your employer raising your concern that the policy is discriminatory, and retain a copy of that communication for your records; 3. If the employer continues to refuse to take action and/or treats you worse as a result of raising your concern of discrimination, file a complaint of discrimination with the Colorado Civil Rights Division (CCRD), the state agency responsible for investigating claims of employment discrimination.
I would also suggest booking a consultation with one of our seasoned employment law attorneys. They can help you throughout this process, including assessing the policy's legality, gathering evidence, and proceeding through the CCRD investigatory process.