That is, once you've eat the cake, you can no longer hold it in your hands. It's (generally) used to refer to a situation where one stance or course of action (naturally) precludes another.
So I think I agree with you, but the actual wording is "who gets to make the decision matters" rather than "reasons matter".
That said, there are milder scenarios for discrimination and there are severe ones. This one is severe in its stupidity.
But honestly, it seems like you're just nitpicking here because you don't want chicks at your LAN party. Some of us find that pretty hateful.
If a "women's" gym is the closest to his house and has the equipment he uses (e.g. I didn't know treadmills were gender-specific) then why shouldn't a man go? His money's the same as anyone else's.
Fundamentalist religious societies often use the same line of reasoning: women are not allowed to walk around unveiled or allowed to do pretty much anything because they are powerless and ostensibly have to be protected from society as much as society needs to be protected from the unrest their public presence causes. The deeper "logic" here is that women are held responsible for the abuse they are provoking just by being around, and also that they're somehow not mature enough to handle themselves.
This is exactly the same reasoning as banning, say, black people on the grounds that they might cause unrest among KKK attendees who might be present.
In one line: this is the most insultingly stupid thing ever and it's happening not only in Texas but all over the world. I just wish it didn't happen in so-called free societies at all.