If I walked out of the shower in the gym naked and there was a man there cleaning the changing room I'd probably go into a panic (not because I'd be worried about him, just the situation would make me feel uncormfortable) - but then it wouldn't happen as my towel would be firmly wrapped around me before leaving the shower. I will never understand why people think it's normal to parade around naked in front of total strangers. Maybe it's just my age. Or maybe I have undiagnosed deeprooted insecurities. I am definitely of the 'get dressed under your towel' persuasion.
Anytime I have experienced male cleaners in toilets or changing rooms they've always made their presence very clear in advance.
And most places I've seen have signage to advise that cleaning staff could be male or female.