interesting discussion. I am not sur if there is a clear "right" or "wrong" in this situation. As a woman, I'd be offended if someone refused to train with me because I'm a woman (or condescendingly gives "gentle" tsuki), as a middle aged person I'd be offended if some young person does the same, as a white person I'd be offended if in an African dojo people would shrink from touching my skin etc. The latter never happened, but the first and second did...very disagreeable!
This said - while I never saw an "only men's class", I came in several countries across segregated women classes in some dojos, mostly because there are lots of women being initially shy to train with big and muscular guys, but there were also Muslim women stating how good that was because their religion didn't allow them to train with men. I never found any guy, religious or not, having an issue with that. How come that this is more acceptable than men shunning women? Are men more tolerant? Or is sexism against men more tolerated than against women? Or are the men secretly happy to have some women less to train with (and get rid of those they suspect to underperform anyway)?
I think Mary's solution is best - accept the guy and make clear he'd get the men "left over" after partnering.
That would take away any sense of shunning for the women and still allow the guy to follow his religious rules.