That's sad and certainly discrimination, I've seen it in Primark before when shopping with other trans friends.
It's true they have doors/curtains, though not everyone uses them. I can also see a point that the women's side is where mothers take their children, just like with bathrooms. Do the staff think trans-women are cross-dressing cis-men?
If changing rooms were isolated, like unisex bathrooms, we wouldn't have this problem.