I'm an NRA Instructor, and taught women-only classes for about five years.
I agree with the points made above, with particular emphasis on two specific issues that were extremely important in my experience:
First, the comment above by Glenn regarding women's reasons for attending the class. Nearly 100% of women students over the age of 18 had a traumatic reason to be in my classes. (Some women brought their young teenage daughters with them, and the daughters were less likely to have been victimized.) Adult women had been raped, stalked, assaulted, beaten up, and/or violently threatened by someone. During the "introduction" part of the first night, we went around the classroom and introduced ourselves and described why we were there and what we hoped to achieve in the course. After my first course I routinely placed boxes of tissues on each table the first night - it was not uncommon for students to break down and sob uncontrollably when describing what happened to bring them to the class. The classes were part encounter group therapy sessions, and part introduction to handgun courses. It was part of a process of reclaiming their independence and feelings of personal security. When we handed out certificates at the end of the class, we also presented each student with a long-stemmed rose. My courses were definitely not your run-of-the-mill shooting courses that men would feel welcome in.
Second, women routinely exhibited a tremendous reluctance to appear foolish in front of others, particularly men. They didn't want to perform poorly - in fact, would rather not participate than perform poorly. It became extremely important to be able to ensure the first shots were successful - we fired .22 LR from supported (sandbags) positions at relatively short distances, and nearly everyone discovered that they could shoot well. Once that occurred, and student's hopes and expectations were validated, then we could move on to other exercises.
This could not occur as easily, in my opinion, in front of an audience of men.
My experience leads me to agree with many poster's above that women-only classes have important benefits to offer women shooters. Women students are often simply different from men students, in significant ways.
Treat everyone you meet with dignity and respect....but have a plan to kill them just in case.