Perhaps an individual has a right to train with whomever they feel comfortable with based on whatever criteria.
That's a freedom of association argument, and it's valid up to a point. This case goes far beyond that point. IANAL, so here's my amateur take on what freedom of association means in the United States (and granted, we're already far afield because this case didn't happen in the US). It means that you can not be prohibited from associating yourself with those whose company you choose, nor can you be forced to associate with those whose company you do not wish. It does not mean that you may deny others access to a public accommodation on the grounds that you do not wish to associate with them. A dojo that is open to the public to join is a public accommodation. You may not avail yourself of a public accommodation and then deny others the right to do the same.