Should trans status give individuals immunity from sex crime law?

No. A nation of laws (ideally) holds all citizens accountable to those laws. Trans individuals are citizens, and therefore beholden to the law.

Do women have a right to choose who is and who is not allowed to view their naked bodies?

Yes, but this is routinely violated in practice.

Do women have a right to only see penis when they consent to it?

Yes, but (of course) this is also violated in practice. And it's intrinsically at odds with self-ID policy.

Wi Spa is shaping up as a ground test for self-ID policy in the U.S., and we're seeing how well that's going. Women and girls were deliberately and needlessly exposed to male genitalia; the owner of said genitalia had two other options of spaces to use (male and mixed); the usual players (antifa, q-anon, etc.) have already co-opted the publicity; U.S. media is largely framing the incident as women complaining about a transwoman in their spaces (very few outlets are mentioning that the person in question has a penis and testicles, and openly displayed them). We can't know for sure, but I kind of doubt this issue would have blown up if the person had been a post-op trans woman. The exposure of male genitalia to women, especially girls, is central to this argument -- regardless of what "genitals are reductionist/irrelevant" activists have insisted upon.

I submit that the women documenting, objecting to, and walking out of the spa are more representative of U.S. public sentiment about the incident than trans rights activists and detractors are, and that this will continue to decrease public sympathy for both trans and LGB issues over time.