I have worked at a few burlesque shows as a stage manager. Just did one last night, actually!
I enjoy the performances, and a burlesque class can be fun. And it's most definitely not just fat white women. There's thin women, men, trans, black, young, gay, straight, whatever. There's so many different genres of burlesque, too- grotesque, musical, classical, geek...there really is something for everyone.
If that's what you're into.
And many of the best performers I know are indeed very confident. Empowered? Maybe personally. I don't know. I know I sure don't have the guts to dance naked in front of strangers.
Financially? No, they don't get paid. Or if they do, very very little. So yes, I'd agree, there's better ways to empower yourself in that regard.