Na! Don't tell'em, they don't need to know. Truth is, there just aren't too many women who visit a rifle or pistol range and probably a very small number of them would even think of the possibility of checkin' out the guys. But, for jealous womens even that wouldn't matter. Another truth is - who wants to try out a few pickemup lines on a gal with a gun in her hand, hmmmm?
I can understand trying to be helpful, especially if she's diggin' foxholes every time she pulls the trigger but there should be some caveats - like make sure she's out of ammo before ya'll try and help........ and, of course, make sure she's not whizzed off at her boyfriend, fiance, husband, er whatever, 'cause she's just liable to see you the same way (look to see if she has posted someone's picture for a target). And, just remember that in many states, suffering menstral symptoms may be sufficient grounds for a justifiable homicide (LOLOLOL).
Actually, I have met some very lovely ladies who have turned out to be some really decent gals, at gunshops. All you have to do is rescue them a bit from the bs the guys behind the counter ar throwing at her and you will probably have a friend for life. Now, that's not gonna make your wife or girlfriend very happy but............... at least you will have a friend. And, of course, when you accompany them to the range just be sure to keep it professional - don't stand right behind them and let them use you for a leaning or support post, as that can get exciting and they might turn around with a loaded gun in their hand - but hopefully, they will have a smile on their faces (more lol and a few 'oh yeah - good hit, uh huh...).
So old buddy, I guess there are both pros and cons as to why we should or should not tell out gals about our shooting lives..... Just Mikey.