Sounds like they need to clarify the facts of what is planned first.
I worked somewhere previously that had completely single-use shower rooms, for example, with one shower and tiny changing area and a lockable door opening onto a main corridor. So apart from the potential risk of cameras, they were completely private and safe. As this was in a workplace with controlled entry (badges to get in and out), and the design of the rooms didn't make it easy to hide anything there (mostly blank or tiled walls and not many fixtures), I didn't feel that cameras were a major concern either. So something like that would potentially be fine. Mixed-sex facilities with communal areas, or single rooms that were open to anybody and had places to hide cameras, not so much!
The comment to the female employee is still 
though!