As question says, why women were not allowed to offer prayers at Shingnapur Shani Temple, which is in Maharashtra? Was there any reason for this tradition or was this just a superstition?
It could be because of the association of Shani Dev with celibacy or Brahmacharya. Even though there are stories of him being married, the most popular story of him and his wife talks about his ignoring his conjugal duties for meditation. This particular legend is from the time when Shani Dev refused to glance at the newly created Ganesh:
Also, the deity here is Swayambhu and without his family unlike some other temples. Perhaps that also reinforced the belief of his Brahmacharya. This may be only a popular belief but since beliefs are important while forming rules and regulations this could be one logical explanation why women were not permitted to enter his most popular shrine at Shingnapur.
This tradition is now overruled followed by women activists and court orders September 2016 onwards.