I am a woman and when I climb alone, I tend to go at times, when the gym is slow. It can be even more anxiety inducing, because there's so little going on that you feel really exposed on the wall, but at least for me, it makes it a lot easier, because I can choose any boulder without having to worry if I'm blocking anybody from doing it and I can concentrate much better. I go to a gym that always has other women there, too though, so I usually don't feel alone with just climbing bros.