I couldn't easily find data on numbers of women-only gyms across the years, but the two sources that mentioned their history both say the same thing (first and second source):
As recently as the early 1990's, health clubs were typically co-ed gyms that promoted muscle-building exercising on stacked-weight equipment to an under-50's clientele. Today's fitness centers are likely to cater a special demographic (teens, women-only, families, seniors) . . .
Women's Only Facilities are a trend that is on the rise. Since the early 1990s women's only health clubs such as Lady of America, Ladies Express Workout and Curves for Women have gained popularity because owners target the club's environment and workouts to their female clientele.
They were already well under way by 2000, when this article on CNN reviewed the legal battles surrounding their rise.
The only pre-'90s example I could find was a chain called Spa Lady. From this recollection, though, it sounds like more of an aerobic dancing place:
After I turned 17, I began working out at a women's fitness club called "Spa Lady." Spa Lady was "the" place for women to be back in the mid and late 80s! It had some fitness equipment, but we ladies mostly loved going to dance our aerobic steps in hot pink leotards and tights!
People who desire more social contact need to have a higher threshold for what they consider "creepy," or else they'll find too many people off-putting and won't get the chance to make new connections. Back in the good old days, exercising around a bunch of sweaty, horny guys wasn't creepy. Now that their threshold has fallen through the floor, nothing could be more frightening for women than working out next to dudes.
It's odd that the women-only gyms try to sell customers on the idea that sheltering will boost their confidence. It certainly makes them more comfortable and less self-conscious, but greater confidence only comes after conquering fears, achieving what you thought your self-consciousness would prevent you from doing, and so on. "I didn't know I had it in me!"
In a way it's like guys who say they're more confident after hiding away in their man-cave, where they can have video game marathons and watch cartoons without shame, when shame is exactly what they should feel.
There's a time and a place for not feeling judged, but people have come to value that over everything else. Part of social life is other people in your network passing judgment on you, not necessarily in a "We need to talk" way of course. This whole need to never feel judged underlies the women's gym stuff, but also serves as a broader way to isolate yourself from others. "I'll only let you into my circle if you promise never to judge me." Uh, sorry, that's not what normal people do; they judge the people they care about. "Well sucks to them, then! I don't need anybody anyway!"
That mindset also ensures that their so-called friends won't really care about them. Either they'll only be shallow acquaintances who never look out for and support each other, or the "I'll never judge you" person is just trying to use the other one (usually unsuccessfully, as when dorks try to play the white knight for a female acquaintance).
Girls were much more well-adjusted back when they wanted to be judged by the boys. They were a lot more on-display and inviting, even approaching boys themselves. They were just eager to figure out what boys thought of them. I guess the truly repulsive ones felt rotten when their worst fears were confirmed, but everyone else would've felt a boost of confidence after learning that it wasn't so intimidating after all.
Putting yourself out there in front of the boys shouldn't be confused with trying to be one of the guys, of course. That's the other awful trend in women's fitness centers -- trying to turn them into butt-kicking babes. Whether through mousiness or mannishness, the gym-going gal of recent times has achieved her goal of keeping the boys away.