While they're a private business, and can do what they like, this would be a good reason for me to not give them my business.
One of their locations apparently made accommodations for a male who "identifies" as a woman to use the women's locker room. I don't blame the transgender person at all here, based on the story, as they asked first and didn't apparently make any kind of big deal about it. The Planet Fitness rep said, "You use the locker room that corresponds with how you are dressed,".
I just don't know what Planet Fitness was thinking. Why would you, as a for-profit business, choose to make a hundred people very uncomfortable, or given that it's a male in the women's locker room, perhaps even frightened, to accommodate that one person on this kind of an issue?
If they want to be accommodating, shouldn't they then do something like add a third "unisex" locker room, and make it available to anyone of any persuasion that wants to use it?
http://www.mlive.com/news/saginaw/index.ssf/2015/03/transgender_woman_says_she_onl.html#incart_story_package