I'd suspect the police are caught between a rock and a hard place.
A male person in a state of excitement invaded the privacy of non consenting female people and a minor. That's an offence.
The male person identifies as a woman, entitled to use women's spaces and be regarded as a woman in every practical sense, regardless of the reality of their biological anatomy. That causes absolute confusion now, because in what sense does this male differ in real terms from any other male? And at what point does the offense and the lack of consent and distress caused to the female people and minor stop being a problem because of the male person's self identity? The absolute incoherence and muddle of law around all this becomes stark.
Then the male person involved turns out to have a serial of offenses in which this is a consistent MO, a criminal record, and the police move to apparently feeling this is a sexual offender, who was offending in this spa as they have in other places.
Which again illustrates the absolute absurdity and incoherence of all this.
It does not work. At all. It's a complete and utter shambles of policy. In which a male person has to apparently have enough convictions of actually proven, convicted harm before they stop being just an innocent TW exercising their right as a male to be naked with non consenting females under certain circumstances regardless of female rights and any other considerations, and become - the same person, in the exact same situation, doing the exact same thing, with the exact same impact on the females present - an offender who is being prosecuted for a crime against those females.
Baldrick could come up with something saner. The average toddler could.