Yes, every high street gym I've been to has communal changing rooms (no individual cubicles whatsoever). The showers are all in cubicles, but there are always gaps above and below the doors, and usually there is no lock. Some showers have frosted glass. At busy times, women queue for a shower wearing only a towel.
Virgin Active also segregate according to gender identity rather than sex.
Quite why any woman would feel comfortable sharing such a set-up with a male-bodied person who claims to identify as female, I don't know.
Tbh, city centre gyms have been hugely hit by COVID. I'm amazed this is a stand they want to take.
Good to see that Fitness First still offer single sex changing rooms.