Suppose that some women had been told repeatedly when they were girls that they were bad at math, and saw boys doing better and getting more attention in math class-- they might do better in an all-women math class.

Similarly, if some men had been told as boys that they were less good at relationships than women, they might want to start out therapy in all-male therapy groups, or groups which aren't exactly therapy-- note that PUA is used for dealing with women, but the support structure seems to be typically all male.

In both cases, they would presumably want to build confidence and knowledge and then take both into being comfortable with the other sex.