I wonder if your cleats are turned out slightly on your shoes? That would make it harder to unclip to the outside, but easier to unclip to the inside. AFAIK, there's no L or R to SPDs the way that there is with Speedplays.
That's an idea, I'll take a look and see if they look askew at all. But I won't be back at spin class till Sept so won't be able to try anything out till then.