Because there are so many male dominated spaces? There are women-only gyms because many gyms have mostly men working out. Look at any basketball court in a park and count the number of women playing. There’s always random dudes, but very few women. Look at any soccer field, baseball field, BBQ area, etc. These are huge public areas devoted mostly to things men want to do.
I say this as a dude who enjoys all of that. If women want their own baseball league or running club or whatever, it literally doesn’t hurt me at all. Men don’t need “men only” spaces because that’s still the default for everything now. If some women show up to play basketball, that’s totally fine. They may not be as strong but there are plenty of smaller dudes playing too. It makes no sense to exclude them.