Well..... some women are uncomfortable doing grappling with men because of their life experiences, and some women belong to religious sects that aren't okay with mixed-gender touching. So for those two groups, a women's-only class would probably be appealing.
Without getting into too much about me, I will simply say that I am very personally familiar with what experiences a woman might have that make them uncomfortable with a man touching them, and leave it at that. But the way I see it, saying I feel uncomfortable training with the opposite sex and I'm not willing to work through that, but I want to train in a martial art (especially if it's a martial art with any kind of self defense benefits) kind of like saying, I'm uncomfortable with water, but I want to learn to swim, can I do it without getting wet?
I understand in countries with very strong social/cultural/religious mores about male/female contact that woman's only classes are really the only option and I would say that kind of training better than no training. But I also live in the USA, where those mores are not as prevalent. I don't even blame dojos/gyms for holding woman's only classes if it brings them money (they are businesses). I still find it to come off as condescending pat on the head, that basically says, "It's okay, weak woman I know you can't train with the guys, we have classes for you too though." Even if it's not really meant that way, that what it says to me. YMMV.
And for the record I found training with various polite, respectful guys, to actually be really empowering rather than triggering. Individual mileage may very.
I understand people having concerns about unfair advantage when it comes to people who are competing at a very elite level where small advantages can make a big difference. In that case, it makes sense to me that an organization might want to do some research to compare the athletic performance of transgender women who have transitioned (taking hormones, etc) with the athletic performance of highly athletic women in their weight class. If they find that there's a significant advantage, just because of them having had gone through male puberty, then maybe the organization will set a handicap or something.
But elite competition is a separate issue from just taking a class and practicing together. In the latter case, I really wouldn't see what the big deal is with that. They're just trying to learn, same as you.
I just mentioned the trans MMA fighter as side note. I don't see any issues with trans people taking any run of the mill martial arts class. Heck most female MMA fighters train with men anyway, so I'm not sure it would even be issue with training at a competitive level, just with the actual competition.