You need to point them to the nearest public gun range and also suggest that they attend a few shooting matches. They're looking in all the wrong places, as the song goes...
Two women own the gun range where I work (and no, they're not a lesbian couple - both are married with husbands and kids). I'd say that about 70% of my monthly CWP class students are women. There's also an all-female shooting group that meets at least once a month at our range (and often holds fund-raisers for their club on Saturdays). Men do outnumber women on the rifle range, but at least half of the shooters we get on the pistol range are women (and a lot of them are there by themselves).