Assuming you're a white male, do you feel out of place when you're in an area where everyone is a woman? How about when everyone is black? Have you walked through a neighborhood where everyone is Latino?
Being in an ovewhelming minority sucks in an irrational way. There's no logical explanation other than, "we want to feel like we belong." There are some psychological explanations for this, but you're not going to be able to give people a sense of belonging just by pretending the problem doesn't exist.
So yes, we need to do our best to make people more comfortable, and if it involves creating a female-only class where women can interact with each other, does it really harm you at all?