Maybe women's nylon dancewear tights are thinner than mens' nylon dancewear tights, but I think that's the limit. There are women's heavy weight nylon tights, but they are usually not made for dance class.
Then there's the problem with finding mens' dancewear.
The newer fabrics like nylon/lycra and cotton/lycra come in different weights, and most dancewear I've seen in these fabrics is sufficiently opaque for anyone. Consider that anything you buy from "custom" like Bal-Togs is made in the same material, whether mens' or women's.
balletboy[/i]