As OP said she's the only one changing in male's locker room while other women change in female's locker room. If that's really the case then you have full right to get angry about it because your girlfriend may be doing it for:
Constant male attention she's getting as the only girl in the locker room. Guys inevitably will throw flirtatious comments or sexual remarks jokingly or not. She feeds her EGO from this.
Less likely she gets turned on by watching naked men or fit men with nice bodies(six packs even).
In any case it's kind of messed up.
You have full right to request her not to do it. If she refuses, you can have an idea of how much she respects your needs.