I suspect some of the other justices saw it that same way. Again, the Court ruled against taking the case at this time, not "against" Yeshiva on the issue itself. Gorsuch, Thomas, and Alito just believed that they should take the case right now rather than doing what they'd normally do and wait.
Yeshiva actually was really smart to handle this the way they have. They've now banned all clubs, and are using that to push for an expedited appeal in the state courts. If they don't get it, SCOTUS likely will take it.
As odd as this sounds, kind of everyone thinks they're case is so important that it shouldn't have to go through the lower courts. Some of the Justices are just concerned that if they do that too often, the floodgates will open and they'll get too many of those expedited appeals to process. I can see both sides because it really is an extremely important and urgent issue.
My guess is that Yeshiva ultimately wins.
Thanks again.