I feel your pain, only in my class the existing fan barely works and AC never works. Good thing the instructor is good otherwise I would stop going there. THere are more than 25 ppl in our class and everyone is elbow to elbow, sometimes it gets so hot that I really don't enjoy the class at all and feel like I didnt exercise well enough.
My guess is that some people think that by sweating buckets they will loose more weight, no one told them that it will only dehydrate them a lot. I would talk to the instructor and tell him/her that your don't feel well without a fan and that it would be appreciated if it would be on.