What you mention are either private premises or special ones. There are generally speaking no legal grounds for a general ban. A club is not a public place. It is a private premise where the owner can dictate, within certain boundaries, specific demands for admission.
Another example is the freedom of assembly, which, in my opinion, implies the right to anonymity. Imagine that you are participating in a demonstration against taxes (or burqas!) and your employer or teacher or local police officer or neighbor strongly disagrees with your viewpoint. If you did not have the right to disguise yourself in public you could easily be targeted with retaliatory measures - such as loosing your job, get suspended from school, get beaten by the cops or harassed by your neighbors. You do see why disguises would be a good idea in a democratic society?
Why is it necessary with female gynecologists? Or separate dressing rooms in swimming pools? We could conceivably do without all this superstitious stuff. We could even do without clothing and walk around like savages in the African jungles! All nice and natural - and free from inhibitions! It is the hallmark of a civilized society that one segregates women from men.