Curves is classified as a Special Program in the Ontario Human Rights Code (section 14). Here's a Guideline. I think section 2 of the guideline covers it. Is Curves discriminating against men? Nope. It's a Special Program that helps women exercise their right (get it 'exercise'...Ha, ha, I'm soo funny) to comfortably go to a gym.
I suppose it could be argued that Curves isn't:
designed to relieve a hardship or economic disadvantage; or
designed to assist disadvantaged persons or groups to achieve equal opportunity; or
designed to contribute to the elimination of the infringement of rights protected under the Code.
But it can also be argued that it is, and apparently, the Province of Ontario is satisfied that Curves is a Special Program. As for David's golf course example, a golf course that does not allow Jewish people to join isn't the same as a gym for women, and would not be allowed to operate.