I know of one indoor range that requires FMJ - to minimize lead vaporization (so they say). Most indoor ranges do a magnet check and prohibit steel in the projectiles (due to damage to gear and possible sparking). These I can live with (Indoors gets a little more slack).
The "No FMJ" thing at outdoor ranges is IMHO either the result of an uninformed insurance underwriter, or (perhaps in some cases) a cop-out by a poorly managed range.... in the latter case, I have HEARD that a berm filled with bullets tends to allow FMJs to ricochet. But, I suspect that SPs and HPs, given the same circumstances are equally (or at least almost) likely to riccochet.
Until I see some scientific evidence to prove FMJ is a greater riccochet risk than non-FMJ [ETA: (in a properly constructed range environment, by a shooter practicing good sense)], I'm just chalking those ranges that prohibit FMJ as "lame", and don't go there (even if I going to fire SP or HP, or shotgun, or pistols).
You didnt ask for my opinion, but I gave it..... take it for what its worth.