It's a country club thing, not a golf thing. Throughout history, men, just as women, have wanted someplace to go that is men only. Now there are only a VERY few amount of places that do that.
Do you deny that men and women act differently when not in the presence of a member of the opposite sex? It's in our biology.
When the Scotts' invented the game, it was an acronym for: Gentlemen Only, Ladies Forbidden!!