At my gym which also has a swimming pool the changing rooms have two curtained off cubicles, otherwise it's all open plan, albeit in different sections such as adult only, with showers at one end, so yes most women are at sometime in a complete state of undress. It would most certainly bother me.
I do remember when we took our children to Center Parcs we would opt for a family changing room set up there, which is pretty family oriented anyway, I don't think they accept groups of single sex parties, but I wouldn't swear to that. We could probably do with a couple of specific family changing areas at my club, dads on their own do take their young daughters, but other than that I suspect most people don't want mixed changing rooms. I probably wouldn't go if that was the case.