This is almost certainly what happened. Someone at the first gym recognized him as the conservative internet guy who goes out of his way to try to make places and/or people that he perceives as "liberal" look bad through stupid stunts like these. That someone realized that he was almost certainly filming. They probably asked him to leave, etc. Funny isn't it how he doesn't show why exactly he had to leave the first gym? I didn't see a single thing that would get him kicked out. Then the people from that one likely called other PF gyms in the area (because many times, they will have each other's numbers on speeddial), warning them that "Steve Crowder" was dressing as a "transgendered woman" and likely filming inside the gym.