Harassment in the EA is unwanted conduct related to a protected characteristic that has the purpose or effect of violating someone's dignity or creating an intimidating, hostile, degrading, humiliating or offensive environment for them.
www.legislation.gov.uk/ukpga/2010/15/section/26
Harassment by a service provider is prohibited conduct.
The 'unwanted conduct' in this case is CP's policy of allowing tw to walk through an open plan female changing room. The relevant protected characteristic is sex.
If I was a woman in that changing room I would certainly feel that my dignity had been violated and that an intimidating, hostile, degrading, humiliating and offensive environment had been created for me.
The single sex exceptions are there, in part, to prevent exactly this kind of harassment. A service provider cannot be compelled to use them, however harassment is still prohibited conduct.
If a service provider chooses not to use an appropriate single sex exception then they risk unlawfully harassing their customers.