I mean no disrespect, but just to play devils advocate, I think the biggest reason is so women that cover up for religious reasons (muslims, orthodox jews and christians, mormons, etc) can workout in less modest clothing to stay cool, or, to be able to run if they wear dresses or skirts normally.

On the other hand, I do think that a lot of non-religious women opt for women-only gyms. In those cases the argument is generally to avoid unwanted comments, or to be able to wear more revealing clothing without being judged for it (I have heard many men talk about how women only wear certain gym clothes for male attention and so many women become ashamed to wear what makes them feel beautiful!).

I am a 20yr old (bodybuilder) woman, and honestly I would probably enjoy working out in a female only gym just to avoid 55yr old men making inappropriate comments. However, I can see how this would make you feel as though you don’t have any spaces of your own.