As I recall there is an upscale facility in Cape Coral (long way from airport).
I also seem to recall a covered facility on Alico Road very close to 41 (Tamiami Trail). This place wasn't particularly upscale looking but it was covered and very close to the airport.
I am not aware of any others right in the RSW airport area.
Norm & Ellen Proud to be one of the HOOTS
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If I knew retirement was so much fun, I would have done it in my twenties!