I don’t really see it this way. Fernwood, a women only gym, is allowed to exist. I don’t really see it as problematic for a discriminated class to seek to foster a space free from those who perpetuate that discrimination. Men-only spaces have existed for quite literally most of civilised history. I don’t think it sets a precedent for protected classes to be discriminated against as “art” because men aren’t a class that needs protecting (from discrimination about their status as men). This whole case just feels like a hissy fit.
Note for any other trans women in the audience: Fernwood as a company is trans-inclusive.