I'd scope out the range first, but for the most part an indoor ranges is nice for several things. The primary one being climate control, but also automated targets, good lighting, etc. My primary range is indoor, and is top notch. Excellent ventilation, programmable targets that can even duplicate shoot-no shoot situations while changing distances. The use ballistic glass dividers that are safe beyond 500S&W. Excellent ventilation and sound deadening. Real nice place.
I've also been to an indoor range in the St Louis area that was a real dump and death trap. The targets could only be set at one height, which was about a foot below my line of sight while standing. After the RSO saw me crouching down to get inline with the target, he stepped up and told me to just stand up normal. when I explained that if I did that I'd be bouncing rounds off the floor, he said that wasn't a problem, people do it all the time. I packed up and left.
So long as the place is safe, I don't see the problem. Mrs Thin took an all ladies CCDW course, and has been looking into some all ladies self defense and defensive shooting courses.
ETA: Thursday night is ladies night at our range, two for one.