I think he should have definitely gone into the change room, but I am a little bit curious about the timing of everything that happened.
It says he called 911 nearly 5 minutes after she collapsed, but how long was it between the woman collapsing and him finding out? 1-2 minutes? Then it's closer to 2 minutes after he found out (still too long, but I can see someone spending 2 minutes trying to figure out what to do) - was there a female employee about to come in, like in... a minute? It mentions that a female employee with CPR training checked up on the woman around the same time he made the phone call - so it sounds like in his time of confusion he was weighing the information available to him. Does he have CPR training? If he has no training of the sort, and no experience then the idea of trying to help someone might be daunting.
So, without actually seeing the video (maybe the video shows otherwise) what I picture happening best case scenario, is:
Woman collapses, and women in changeroom notice
1-2 minutes later women find man at front desk and describe the incident
Man spends a couple of minutes trying to figure out what to do (the assumption is no one suggested calling 911, so he wasn't declining to do so, just didn't consider it) - his female coworker who has CPR training is supposed to show up in literally the next minute, she might be more adept at figuring out what to do.
Eventually (after 2 or so minutes) his co-worker shows up, she goes to the change room and tells him to call an ambulance.
And then everything else happens. Mind you that's the best case scenario, but mostly I'm trying to see if there is an opportunity here for the guy to just be a little confused and slow, as opposed to cold and uncaring.