Do you think that speaking out to the CEO would have changed his mind? I think that if the author really wanted any chance at changing the CEO's mind about women - he should have accepted the job and planted some seeds of thought here and there directly or indirectly to the CEO.
Do you think that proceeding, he would be condoning sexism in some way? Perhaps in his own mind, but one person walking away from a job interview can hardly be considered a boycott.
If you are one person, your best bet to change something is to engage, not walk away.