Several years ago I was shooting at an indoor range and the shooter in the next lane was shooting a really powerful handgun, I'm not sure what it was. Probably .44 Magnum (the most powerful handgun rounds available at the time that I could remember were .454 Casull, .500 Linebaugh, and maybe .50AE, none of which were widely available in my area if I remember correctly). Aside from the sound, I could actually feel the muzzle blast on my side of the baffle. His muzzle blast also caused my target to swing. I did end up leaving early. However, I didn't complain because he wasn't violating any rules. It was his choice to shoot what he wanted and it was my choice to leave.
Nowadays, there are two indoor ranges I use and most of the time I'm able to go first thing weekday mornings when they open so there aren't many, if any, other shooters. One of them either doesn't allow magnums or handguns above a certain caliber (I can't remember because the restriction doesn't apply to me). The other allows rifles but I can't remember the max caliber allowed (I do know they allow 5.56mm/.223); I've never been there when a rifle was being shot.
The only times I've ever shot outdoors were during training classes.