Men cannot go into the women's locker room, as this man claimed he had the right to do. Only women, including transgender women, can go into the women's locker room. Persons who enter the wrong gender-segregated facility for nefarious purposes can be asked to leave in no uncertain terms. And they would have no recourse.
If a business has a reasonable belief that a person is in the wrong place, there is no rule that states that the person cannot be questioned and required to leave. If that person has entered a gender-segregated facility under false pretenses, and is asked to leave, then it is quite unlikely that the person will pursue a civil rights complaint. If they do, the subsequent investigation will uncover that the person is not protected under the law, and the complaint will be closed with no further action. If a business makes an honest mistake, and requires a protected person to leave a facility, and the wronged person files a civil rights complaint, the Human Rights Commission will look upon this as an opportunity for education, not for punitive action. The Human Rights Commission cannot impose fines, cannot throw anybody in jail, and will not seek an outcome disproportionate to the action; rather it will seek a mutual resolution among the parties.