Per the T&Cs of the Starwood Preferred Guest program, Golds are not entitled to free club level access as a perk of being Gold:
https://www.starwoodhotels.com/prefe...g_terms.html#6
However, a few hotels kindly offer extra benefits to Gold members, as you found in Phoenix.
Definitely NOT an "issue."
I do have a question for the OP: if you've been staying at a Sheraton in Phoenix for "the past few months," why are you not a Platinum?