A lot of the time I do my own thing in class. It's at 5:30 AM and the instructor is pretty cool with it. I never stand and run anymore, it's not a motion I can duplicate on the tandem (the bike I usually ride outside). So when the class is doing that I do a high cadence spin or turn it into a standing climb.
Every now and then I'll tell her why I'm doing what I'm doing. She doesn't ride outside and she respects that I'm trying to better my outside riding not just burn calories. Hopefully your instructors will feel the same.
Veronica