I don't have a problem going alone, and often do.... However, here in CA anyway, there is a wonderful feeling of community among the men in the shooting centers, both the trap/skeet ranges and the indoor ranges, and they universally exlude women whom they have not directly brought themselves. Therefore, it can get somewhat lonely hanging out in the lobby, waiting for a booth to open up, and seeing everyone else stand off to the side. Here in CA, the men are NOT very friendly to any woman that I have seen walk into a range. In fact, I have seen a few women walk in, ask a question of the person, always a man, behind the counter, about help with a gun, or suggestions on what to do...you know, newbies? The person behind the counter was almost always so rude, that I have seen all of them walk out, probably never to walk back in again.
I know women who don't feel comfortable going in by themselves and prefer to go with a man because that is the only way they can get someone to answer their questions and pay any kind of attention to them.
Again, it may be different in other states, or other areas outside of So. California, but here, the attitude of men towards newbie women shooters is so rude and condescending, that many women just don't get into shooting altogether.