I've had this situation happen to me as well. I live in Canada. I assume if the clothing store or section is mainly for women and if even one woman has felt uncomfortable with men in the area, a store would put this policy in place.
I'm sure men could have women banned from the fitting rooms of men's clothing store if a few of us just made a fuss about it.
A place with locking doors for change rooms seems fine but for those with just curtains might make women feel insecure. I'm not sure if they were real but I have seen some "prank" videos where guys who acted like they were waiting for their gfs, slipped their phones through the curtain and took a random picture before taking off. Real or fake, perhaps some female shoppers (and stores) want to make sure that doesn't happen + have the thought of that happening eliminated as well.
