Southwest Airlines pilot! He's got to attend a WHAT course?

A course in good manners and common sense seems reasonable. As you say, a "diversity" course seems a little sinister, not to mention a bit stupid. I'm sure he's sussed out that the human population is diversified into 2 sexes. What he thinks about that is his business. It is not the job of employers to try and control their employees thoughts, just how they express them on company time.