I attend a swimming related class a few times a week. Whole group head for showers at same when class ends (together with some people not in the class). Most of the shower cubicles at my gym have no door. If I brought my own shower curtain and a couple of clothes pegs with me to use to avoid the queue for the couple of cubicles with a door, would you think I was very odd ? Hanging a towel over the rail does not give much privacy.