You can see just by that link that the link itself is confused. It begins:
> [A Protected Class is] A group of people with a common characteristic who are legally protected from employment discrimination on the basis of that characteristic.
You'll immediately notice that "women" are a group of people with a common characteristic (sex) who are legally protected etc etc. "Sex", despite being listed further down the page as a "protected class", does not meet the definition, as sex is not a group of people. Rather, it is a characteristic which federal law protects.
Sex is not a class in the first place. Sex is a protected attribute or classification. Women are a protected class, and so, notionally, are men.