I would add that most men THINK they already know how to shoot. After all, they play all those 'first person shooter' games, and watch all those "Act of Valor" movies.
They come to class with lots of mis-information. Women generally come to class having never held, let alone shot, a handgun.
They also ask questions men never would ask - why is a revolver called a revolver? Why isn't there a safety on a revolver ? Etc. etc. They admit they would be intimidated to ask those questions in a class with men.
Conversely, there are women who have as much, or more knowledge than many men about guns and conflict resolution. These were, in my experience, the ones who sought positions in Law Enforcement. (My wife was a State Trooper and a Fed.)
So, why not let the women self-select who they want as their instructor? After a basic class with a woman, they may have the self-confidence to take a class with a male.