It shouldn’t be like this. There are some gyms that reserve a specific time only for women. So that women can feel more comfortable while working out. But, that doesn’t mean that if a woman comes at an unreserved time then they will restrict the entry of men. You also have paid for the gym membership. You have also agreed to their terms and condition. They can’t just deny your entry at your booked time slot because a female was working out there. This is really unfair. You can go and discuss this with the gym owner and ask for an answer.